Rinse mushrooms, remove stems and chop them coarsely. Drizzle caps with avocado or olive oil and rub all around. Sprinkle with a bit of salt. Place top side down and bake for 20 minutes.
In the meanwhile, preheat large cast iron skillet on medium heat and swirl oil to coat. Add onion and saute for 5 minutes, stirring occasionally. Add bell pepper and saute for 3 more minutes, stirring occasionally. Now add mushrooms stems, soy sauce and ketchup; stir, cover and cook on low for 5 minutes. Remove the lid and cook for a few more minutes stirring until liquid evaporates a bit. You will have juicy saucy vegetables with a char.
Remove caps from the oven and flip to drain liquid right on the tray. Stuff each cap with vegetable medley and top with 2 slices of cheese. Bake for another 5 minutes or until cheese is melted. Serve hot with a side of choice or salad.