Preheat oven to 400°F (200°C).
On a baking sheet, toss sliced mushrooms and onion in olive oil. Sprinkle with a few pinches of salt and pepper. Bake in the oven for about 20 minutes, or until roasted to your preference.
In a skillet on the stovetop, melt 4 tablespoons butter over medium heat.
While butter is melting, assemble sandwiches. On one slice of bread, layer shredded gouda, roasted mushrooms and onions, then more gouda. Layering this way ensures that the melty cheese will hold the sandwich together. Salt and pepper to taste. Top with the other slice of bread. Lightly press together.
In the melted butter, place one sandwich down for one second, then gently flip it over to the other side. Repeat with the other sandwich. Cook for about 2 minutes, until lightly browned, then gently flip the sandwich on the other side and cook for an additional 2-3 minutes, or until cheese is melted and the sandwich is browned to your preference.