Using a spoon, scrape and discard the brown gills from the undersides of the mushrooms.
In a large resealable plastic bag, combine the mushrooms and salad dressing. Seal the bag and turn to coat the mushrooms. Place in the refrigerator and marinate for at least 1 hour or up to 2 hours
Drain the mushrooms, discarding the marinade. Preheat the grill to medium high heat (350 to 400 degreesF) Spray the grill rack with cooking spray. Grill the mushroom caps, covered with the grill lid, until tender, 3 to 4 minutes per side Top each with a slice of cheese. Spread the cut sides of the buns with butter if desired. Place the buns cut-sides down on the grill rack. Grill covered with the lid, until toasted. Remove from the grill, and spread evenly with Dill-Mustard Sauce. Top with grilled mushrooms and desired toppings...lettuce leaves, sliced tomato, onion, sliced pickles. Serve immediately.