Heat grill to medium heat. Brush mushroom and pepper with reserved artichoke marinade. Grill 5 min. on each side, brushing with any remaining marinade for the last few minutes. Meanwhile, grill 1 to 2 min. on each side or until lightly toast on both sides. Slide mushroom and pepper. Spread 1 toast slice with dressing; spread remaining toast slice with pesto. Fill toast slices with grilled vegetables, cheese and artichokes to make sandwich.
Substitute: Substitute KRAFT Zesty Italian Dressing for the reserved artichoke marinade.
Make Ahead: Vegetables can be grilled ahead of time; cool, then refrigerate up to 24 hours. Reheat in microwave before using as directed.