Cook burgers in a nonstick skillet according to package directions. Set aside, and keep warm.
Add mushrooms, onion, and pepper to pan, and cook over medium-high heat 5 minutes or until tender, stirring occasionally.
Divide mushroom mixture evenly over 4 bread slices; top each with 1 burger and one-fourth of cheese. Cover with remaining bread slices. Coat 1 side of each sandwich with cooking spray. Cook, coated side down, in batches, in pan over medium heat 3 minutes or until golden. Coat top side of sandwiches; turn, and cook 3 additional minutes or until golden. Repeat procedure with remaining sandwiches. Serve immediately.