Mix the olive oil, salt, and pepper together. Remove the stem from the mushroom, slice it in half lengthwise and brush each slice with the olive oil mixture.
Place the mushroom slices on the grill or skillet and cook until they are soft in the center (about 5 minutes on each side).
Spread the vegan mayonnaise along the halves of bread. Add the mushrooms and fill the sandwich with anything you like.
