Preheat your oven to 400-degrees F (200-degrees C).
On a baking sheet, toss the sliced mushrooms and onions with olive oil, salt, and pepper. Bake for about 20 minutes, or until the vegetables are roasted to your preference.
In a skillet over medium heat, melt the butter.
Assemble the sandwiches: On one slice of bread, layer half of the shredded gouda, followed by the roasted mushrooms and onions, and top with the remaining gouda. Season with a bit more salt and pepper if desired. Cover with another slice of bread and press gently.
Cook the sandwich in the melted butter for about 2 minutes per side, flipping carefully, until the bread is golden brown and the cheese is melted.