Remove the stem from the mushroom. In a large resealable plastic bag, combine the oil, soy sauce and garlic. Seal the bag and turn to coat, refrigerate at least 2 hours. Drain and discard the marinade. Grill mushrooms over medium, indirect heat for about 7 minutes. Divide the cheese evenly between the mushroom caps, lightly cover with foil for 3-4 minutes until the cheese melts. Serve on grilled buns with your favorite toppings.