Combine first 5 ingredients in a small bowl; stir well. Place mushroom caps, gills up, in a shallow dish. Pour teriyaki mixture evenly over gills. Cover and chill at least 1 hour.
Place mushroom caps, gills down, on a grill rack coated with cooking spray; grill, covered, 5 minutes on each side or until tender. Cut mushroom caps into 1/2- inch-thick slices. Sprinkle with sesame seeds, if desired.