Carefully remove the stems from the mushrooms. Gently wash and dry the mushrooms.
Place the mushroom caps (stemless side down) in the basket of the air fryer.
Mix together the marinade from the artichoke hearts and vegetable oil. Use a pastry brush to coat the mushrooms with the oil mixture. Season the mushrooms with the salt and black pepper.
Air fry the mushrooms at 375 degrees F for 5 minutes.
While the mushrooms are air frying, microwave the spinach for about 1 1/2 minutes, just until it is warm.
Finely chop the spinach. Finely chop the artichoke hearts.
In a clean bowl, mix together the chopped spinach, artichoke hearts, goat cheese and lemon juice. I microwaved this mixture before stirring, for about 20 seconds to soften the goat cheese before mixing.
Stir in the parmesan cheese to the spinach and artichoke mixture.
Use your hands or a small spoon to fill each mushroom with the spinach and artichoke mixture.
Place the stuffed mushrooms, filling side up, into the air fryer basket.
Air fry the mushrooms at 400 degrees F for about 6 minutes, until the filling is starting to brown.