Carefully remove the stems from the mushrooms. Gently wash and dry the mushrooms.
Place the mushroom caps (stemless side down) in the air fryer basket.
Mix together the artichoke heart marinade and vegetable oil. Brush this mixture onto the mushrooms. Season with salt and black pepper.
Air fry the mushrooms at 375 degrees F (190 C) for 5 minutes.
Microwave the frozen spinach for about 1 1/2 minutes until warm, then finely chop the spinach and artichoke hearts.
In a bowl, mix the chopped spinach, chopped artichoke hearts, goat cheese, and lemon juice. Briefly microwave for 20 seconds to soften goat cheese if needed.
Stir in the grated Parmesan cheese into the spinach and artichoke mixture.
Spoon the filling generously into each mushroom cap. Return to the air fryer for an additional 5-7 minutes, or until mushrooms are tender and filling is golden and bubbly.