Preheat oven to 400°F / 205°C

Place the ground beef into a skillet, and cook and stir the meat until browned and crumbly, breaking it up into chunks as it cooks, about 10 minutes. Drain grease. Place the ground beef into a large mixing bowl.

Tear the bread into rough chunks, and place into a bowl; soak bread in water until moistened, and squeeze the water out of the bread. Crumble the wet bread into the bowl with the ground beef. Mix in the onion, celery, mushrooms, thyme, garlic, flat-leaf parsley, Parmesan cheese, and egg until thoroughly combined. Season with salt and black pepper.

Bake covered for 30 minutes, then 15 minutes uncovered.