Remove mushroom cap stems (if any) and scrape the gills from the underside of the cap with a spoon. Discard.

Heat a large sauté pan with half the oil on medium high, swirling around to coat the pan. Add the mushroom slices and cook, stirring occasionally for 8 minutes.

Move the mushrooms from the pan to a plate.

Add the remaining oil to the pan along with the pepper and onion and cook for 8 minutes, or until the veggies start to brown.

Return the mushrooms to the pan and stir in the Worcestershire sauce and soy sauce. Cook until most of the liquid is gone.

Remove from heat and divide the veggies into four separate piles in the pan.

Place a slice of cheese on each pile.

When the cheese has melted, removed the pile and put it on a bun.