Preheat the oven's broiler and set the oven rack at about 6 inches from the heat source. Line a baking sheet with aluminum foil.
Broil the mushrooms on the baking sheet stem-side-down for 5 minutes to soften.
Remove from the oven, and turn the mushroom caps over.
Place a dab of the steak sauce into each cap, then place a piece of brie on top. Return to the oven, and broil until the cheese is bubbly and golden brown, about 5 minutes more.