Gently rinse and Pat dry mushroom caps. Place them smooth side up in shallow baking dish.
Pour marinade over caps, let stand at room temperature for 15 minutes.
Using tongs, remove caps one at a time and place on preheated grill (reserve the marinade). Grill for 5-8 minutes per side.
Brush mushrooms with marinade during grilling.
During last 2 minutes of cooking, top each cap with roasted peppers and cheese. Leave on grill until cheese is melted.
To finish, place the grilled portobella mushrooms on the buns and top with sliced red onions, avocado, tomato and mayo. Serve on plates and enjoy!