Lay out three or four sheets of tin foil in an asterisk type pattern to wrap mushrooms in and place in size appropriate bowl

Place Mushrooms of your choosing in tin foil

Cube butter place in with mushrooms and add oil

Sprinkle on salt, pepper, and lemon pepper and close the tin foil around the mushrooms. Making sure to wrap tightly as this will be cooked in both sides

Place in center of grill over medium high heat flipping occasionally. Cook till tender. Or Throw them on before you start your steaks and pull them when your steaks are done, seems to work nicely everytime.