Preheat oven to 475°F.
Brush the mushrooms with oil and season with salt and pepper. Place them gill side up on a baking sheet and put them into the oven for about 10 minutes. Remove from heat, drain any excess liquid from the top of the mushrooms, and set aside on a paper towel until ready to use.
Preheat grill to medium heat.
Grill the burgers about 5 minutes on the first side, until you start to see the juices collecting on the top of the burger. Flip and add the cheese. Cook another 5 minutes until it is cooked through.
Place the burgers on the bottom “bun” top with the tomato and lettuce, and add another “bun” on top. Sprinkle with some sesame seeds to add the burger bun effect. Serve.