Preheat grill for medium-high heat and lightly oil the grate.
Whisk olive oil, balsamic vinegar, Dijon mustard, garlic, Worcestershire sauce, salt, and pepper in a bowl. Brush the mixture over the tops and bottoms of the mushrooms; let stand for 10 minutes.
Grill mushrooms on the preheated grill with the cover closed until mushrooms are browned and tender, about 10 minutes, turning once. Serve on kaiser rolls.
