Preheat oven or toaster oven to 425 degrees F (220 degrees C).
Place mushroom caps, gill side up, on baking sheet. Drizzle with soy sauce and add a few grinds of black pepper to each cap.
Bake for 25 minutes. Remove from oven, and sprinkle 1 1/2 tablespoon blue cheese onto each cap. Return to oven and bake an additional 10 minutes, or until cheese is fully melted.
