Wash your portobello mushroom caps and remove the stems
Place them on a baking sheet with the gills facing up
Place all of the teriyaki marinade ingredients into a mixing bowl. Whisk together until blended
Spoon the teriyaki marinade mixture over the mushroom caps
Let them sit for 30 minutes or longer if you can, spooning more of the mixture onto the caps every 10 minutes or so
After you have let them sit for 30 minutes at least, turn on your grill or grill pan on medium-high
Place your mushroom caps on the grill with the gill side down
Let them cook for about 4 minutes on the gill side down
Then flip them and let them cook for another 4 minutes on the other side
The mushroom caps are ready when the middle is tender enough for a fork to go through and the juices come out
When mushrooms are ready, take off the grill and set aside to cool
While the mushrooms are cooling, prepare your wasabi mayonnaise by mixing the wasabi mayo ingredients in a bowl until well blended
Then take out your buns (toast them if you'd like), spread some wasabi mayo on the bun, then place your mushroom cap on the bun and top with desired amount of avocado, pickled red onions, and daikon radish sprouts and then top with second half of the bun
Serve and enjoy!