Heat oil in a large saucepan over medium heat. Add onion and cook, stirring frequently, until starting to soften, about 5 minutes. Add mushrooms, garlic, marjoram and oregano; cook, stirring, until the mushrooms are tender, about 5 minutes. Let cool for about 5 minutes.

Beat egg in a medium bowl. Add the quinoa, mushroom mixture, cheese, pecans, oats and soy sauce; stir to combine. Scoop scant 1/2-cup portions of the mixture onto the baking sheet and shape into 8 patties, about 3 inches wide, leaving about 1 inch of space between each patty. (The mixture will be crumbly; patting it into burgers on the baking sheet makes it easier to work with. The burgers hold together very well once baked.)

Preheat oven to 350°F. Lightly grease a baking sheet or line with parchment paper.

Bake the burgers until crispy, 28 to 30 minutes. Serve on buns with your favorite garnishes.