For the marinade:
1/4 cup olive oil
1/4 cup lemon juice
1 teaspoon sugar
1 teaspoon salt
1/4 teaspoon black pepper
1/4 teaspoon cayenne pepper
2 garlic cloves, minced
1 tablespoon balsamic vinegar
1/2 cup fresh chopped parsley
2 good-quality french rolls, split
1 tablespoon olive oil
4 tablespoons goat cheese, softened
3 large portobello mushrooms, stems removed
1 bell pepper, cored, seeded and sliced into 1" thick strips
1 red, white or sweet onion, sliced into 1/2" rounds cross-wise
Two handfuls arugula leaves, washed and dried
Make the marinade: combine all marinade ingredients in a lidded glass jar. Put top on jar and shake vigorously to combine.
In a large glass baking dish, arrange mushrooms (gill side up), onion slices and bell pepper so they are all in one layer. Drizzle marinade over all vegetables and let marinade for at least an hour and up to four hours.
Preheat your grill or grill pan to medium. Grill vegetables about 3-4 minutes per side, until they begin to char and soften. Remove vegetables from heat and set aside.
Brush split rolls with olive oil and place on grill, cut side down. Grill for 1-2 minutes, until rolls are crispy and brown on the cut side.
Spread two tablespoon of goat cheese on the two bottom halves of the rolls. Place vegetables and arugula on rolls and top with the other half of the roll. Serve immediately or wrap up in paper to enjoy later on in the day.