Scrape gills from mushroom caps using a metal spoon; discard gills.
Rub mushrooms evenly with oil; sprinkle evenly with salt, pepper, and rind. Drizzle with lime juice, tossing to coat.
Grill, covered with grill lid, on a grill rack coated with cooking spray over medium-high heat (350° to 400°) 5 to 7 minutes on each side or until tender. Cut into strips, if desired.