Heat oil in a non-stick pan over medium heat. Sauté the green pepper, onion, and mushrooms until soft, (approximately 5-6 minutes). Add in the chopped beef and cook for 2 minutes; season with salt and pepper.
Spread the mustard on the bread.
Place the beef mixture on the roll. Top with cheese. Place sandwiches on a baking sheet and cook in the oven until the cheese has melted completely (about 3 minutes).