Marinate the mushrooms: Whisk the buttermilk and 1 tablespoon Cajun seasoning in a large bowl, then add the portobellos and toss to coat. Refrigerate for 4 hours.
About 30 minutes before frying, make the slaw: Whisk the olive oil, vinegar, mustard, sugar, mustard seeds, garlic, a pinch of salt and a few grinds of pepper in a bowl. Add the coleslaw mix, red cabbage and scallions; toss lightly. Season with salt and pepper to your liking. Refrigerate until ready to serve.
Bread the mushrooms: Combine the flour, remaining 1 tablespoon Cajun seasoning, the baking powder and a pinch each of salt and pepper in a large shallow dish. Remove the mushrooms from the buttermilk marinade and coat in the seasoned flour (you can also shake the mushrooms with the seasoned flour in a paper bag). Shake off any excess flour and transfer the breaded mushrooms to a large plate.
Fill a large cast-iron skillet halfway with vegetable oil and fit the skillet with a deep-fry thermometer; heat the oil to 350˚ F. Line a baking sheet with paper towels and set a rack on top.
Add 6 to 8 mushroom slices to the hot oil and cook 3 to 4 minutes, then flip and cook until golden brown, 2 to 3 more minutes. Remove to the rack. Repeat with the remaining mushrooms.
Make the sandwiches: Lay the tomatoes and pickles on the bottoms of the bread, then top with the fried mushrooms, red onion and slaw. Close the sandwiches and cut each loaf in half.