Clean the mushrooms to get rid of any dirt or grit: some people use a brush, but I think the best way is to dab them carefully with a J-cloth.
Chop the butifarra, prawns, shallots and mushrooms into 2cm x 2cm cubes. Drain the piquillos and scoop out their seeds.
Pour 1 tablespoon of olive oil into a pan over a medium heat and, when hot, fry the mushrooms until the water disappears. Cook for another 30 seconds to caramelize slightly, then add the garlic and cook for 30 seconds before adding the shallots and cooking gently for 1½ minutes. Add the butifarra and fry for around 1½ minutes more – you don’t want it to get dry. Turn the heat down to medium-low, then add the prawns. Add the herbs, season with salt and pepper and stir everything together, then turn the heat off. Leave to cool.
Stuff the mixture into the piquillos using a tablespoon (or a piping bag if you have one). Don’t fill them completely – you need to leave some space at the top to squeeze them closed.
Prepare the salad: pick the parsley leaves and mix them with the watercress and red onion. Whisk the oil, vinegar and some salt and pepper together to make the dressing, but hold off combining it with the leaves until the last minute.
Dip the piquillos in egg and then in flour to coat. Heat 1–2cm of olive oil in a pan and fry the piquillos for a couple of minutes on each side. Remove from the pan and drain on kitchen paper.
Season the peppers and serve with the dressed salad.