1In a large skillet,saute mushrooms and onions in butter until tender;set aside.
2In a large bowl,combine the eggs,milk,oats,salt & pepper. Add ground beef and mix well.
3On a large piece of aluminum foil,pat the beef mixture into a 12"x8" rectangle.Spoon mushroom mixture to within 1" of edges.
Roll up jelly roll style,starting with a short side and peeling foil away while rolling.
seal seam and ends. Throw away foil.
4Prepare grill for indirect heat,using a drip pan.Form a double thickness of heavy duty aluminum foil(about 14" square);cut 3 slits in foil.Place meatloaf on foil;place on the grill rack over drip pan.
5Grill,covered,over indirect medium heat for 35 minutes.Combine sauce ingredients;brush over loaf.Grill 15 to 20 minutes longer or until a meat thermometer reads 160 and beef is no longer pink.Let stand 15 minutes before slicing.