1. Combine spices for herb cheese filling in a small bowl and crush the spices into smaller pieces with the back of a spoon. (do not pulverize spices into dust)
2. Combine the spice mixture with cream cheese and let sit for 10-15 minutes or longer.
3. Clean the mushrooms and remove the stems.
4. After the cheese has sat for 15 min. or longer, use a teaspoon to fill the mushroom caps with the herb cheese.
5. Combine the flour with 1 1/2 tsp. salt and the cayenne pepper in a small bowl.
6. Pour milk into another small bowl.
7. Dip each mushroom first in the milk then in the flour mixture. Do this twice for each mushroom so that each one has been double coated with flour.
8. Put the coated mushrooms into the freezer for at least 3 hours. This will keep the coating from falling off and it will keep the cheese inside so it doesn't leak out when frying.
9. Meanwhile, make the dipping sauce.
10. When the mushrooms are frozen, heat the oil in a deep fryer or deep pot to 350°. Use enough oil to cover the mushrooms. Fry the mushrooms for 8-10 minutes or until golden brown.
Drain and let set a couple of minutes before serving.