I like the brown mushrooms. And I used a habanero pepper jack cheese.
Remove stems and wipe down mushrooms. Cut cubes of cheese to fit into mushroom hole. It's ok for the cheese cube to stick up out of the hole, it will melt into the hole. Brush outside of mushrooms with melted bacon grease or olive oil, or spray with spray oil.
Par cook bacon by laying on baking sheet and baking 10-12 min. Remove as soon as cool enough to handle. Lay a strip of bacon flat, sit mushroom on top, pull bacon up on both sides, twist it and drape over the mushroom. You can use kitchen scissors to trim a little off the ends of the bacon or just leave it as is.
Place on one side of your grill with no direct heat under it. Cook with lid closed for about 20-25 min. Once the cheese has melted the bacon should be completely cooked as well. My grill was going at about 300°