Crumble the sausage into a large skillet over medium-high heat. Cook and stir until browned. Drain grease, and mix in the cream cheese, cayenne pepper, parsley and mushrooms. Remove from the heat, and allow to cool. Chill in the refrigerator for about 1 hour.
Preheat the oven to 375 degrees F (190 degrees C).
Unroll the crescent roll dough, and separate at the perforations. Stretch each one out as large as you can without breaking, and place a large spoonful of the sausage mixture at the large end. Wrap up like a diaper: fold in the sides, and roll towards the point. Press any openings together to seal. Place on a baking sheet.
Bake for 16 to 20 minutes in the preheated oven, until golden brown.