Preheat the oven to 350°F. Place the oil, mushrooms, salt, oregano, and parsley in a small pan. Sauté them over medium heat, stirring occasionally, until the mushrooms are lightly golden brown and tender.
Roll out the puff pastry sheets and cut out circles with a round cookie cutter. Place them on the lined baking sheet. Top each round with some white sauce, some mushroom mixture, and sprinkle the cheese over the top. Bake for 20 minutes.