Brush the mushroom caps with olive oil and season with salt and pepper, to taste. On a grill pan on medium-high heat, grill the mushrooms until tender, about 5-7 minutes. Remove from the heat and slice thickly.
Spread the goat cheese on both sides of the roll. Layer the mushrooms and peppers evenly onto one half of the roll. Place both halves in a toaster oven and toast until golden-brown and warmed through. Remove from oven and add the spinach leaves on top of the mushrooms and peppers.
Assemble sandiwch and enjoy!