1 small European cucumber, very thinly sliced crosswise
2 cups packed alfalfa sprouts
Preheat the oven to 400°. Place the mushrooms on a rimmed baking sheet. Brush both sides of the mushrooms with the olive oil and season generously with salt and pepper. Roast the mushrooms for 15 minutes, or until tender and browned. Let cool, then thinly slice.
In a bowl, blend the mayonnaise, mustard, lemon juice and cayenne. Season this aioli with salt and black pepper.
Lay 4 slices of the toast on a work surface and spread them with aioli. Top with the sliced avocado and the shredded Gruyère. Spread 4 slices of toast on both sides with aioli and set on the sandwiches. Top with the arugula, cucumber, sliced Portobellos and sprouts. Cover with the remaining toast, cut the sandwiches in half and serve.