Heat the grill over high heat. Place the paper and drizzle olive oil.
Crack eggs into small mixing bowl with 1 Tbsp. water and remaining salt and pepper, and beat with small whisk or fork until blended and a little frothy.
Add egg mixture on the grill and stir with a rubber spatula. Add on it cheddar cheese and cook about 2 minutes. Roll with paper and remove from the grill.
Cut the mushroom and place on the grill, add soy sauce cooking about 5 minutes, until golden and soft.