Place tofu on several layers of paper towels; cover with additional towels. Let stand 1 hour; press occasionally. Place in a bowl; mash with a potato masher.
Heat oil in a large nonstick skillet over medium-high heat. Add onion, marjoram, and thyme; sauté 5 minutes. Add mushrooms; sauté 8 minutes. Add Worcestershire sauce, soy sauce, and garlic; sauté 1 minute. Remove from heat; spoon into a bowl. Stir in tofu, breadcrumbs, nuts, Dijon, pepper, and egg. Divide into 6 equal portions; shape each into a 3/4-inch-thick patty. Place pan coated with cooking spray over medium-high heat until hot. Add patties; cook 3 minutes. Carefully turn patties over; cook 3 minutes or until browned. Serve on rolls.