Slice the stems off the mushrooms so they can lay completely flat. Slice each cap in half to form 8 round slices.
Spray a large nonstick grill pan with cooking spray and preheat over medium high heat.
Top the bottom half of the mushrooms with tomatoes and cheese. Cap with remaining mushroom rounds. Brush the top sides of each sandwich with oil. Place mushroom sandwiches in the pan oil side down and cook for 2 minutes. Brush the top with oil, flip and cook for 2 minutes more. Season with salt and pepper and serve.