Combine all sandwich filling ingredients in a large bowl. Marinate at least one hour or up to 24 hours.
Make rolls:
Combine warm water and sugar in a large bowl. Sprinkle yeast on top and let sit until foamy, about 5-10 minutes. Add butter, flours, and salt. Combine with a spatula, adding dough if necessary, until dough is smooth and not sticky. Knead for 5-10 minutes. Transfer dough to an oiled bowl, cover with a dish towel, and let rise for 1 hour (or until doubled in size). Once risen, divide into six even sections and form into sub rolls.
Preheat the oven to 450°F and bring 10 cups water & baking soda to a boil in a large pot over high heat. Once boiling, drop one sub roll in at a time and boil for 30 seconds. Transfer to a cookie sheet sprayed with non-stick cooking spray. Sprinkle each with salt. Repeat with all rolls. Bake 12-14 minutes until tops are golden brown. Transfer to cooling rack.
Make sandwich filling:
Heat a large skillet over medium-high. Remove mushrooms, onions, & peppers, and saute until lightly browned, about 10 minutes.
Assemble sandwiches:
Preheat broiler. Slice rolls and place on baking sheet. Top evenly with mushrooms mixture. Top roll & mixture with one slice of cheese per sandwich. Broil for 2 minutes or until cheese is melted and rolls start to toast. Enjoy!!