In a medium bowl, mix soy sauce, red wine vinegar, ground black pepper and hot pepper sauce. Poke holes in the mushrooms using a fork, then place them in the soy sauce mixture. Cover and marinate in the refrigerator at least 1 hour.
Preheat grill for high heat.
Lightly oil the grill grate. Place mushrooms on the grill and cook until browned and tender, about 10 minutes.