Place a large pot over medium heat. Sprinkle the bottom with a pinch of salt and heat for 1 minute. Add the oil and heat for 1 minute, being careful not to let it smoke. This will create a nonstick effect.
Add the shallots and garlic and cook for 3-4 minutes, until softened. Add 1 tbls. of the Cajun seasoning, along with the wine, vinegar, and 1 cup water, bring to a boil, lower heat and simmer 20 minutes.
Add mushrooms and cook 1 minute. Pour the mushrooms and liquid into a shallow container, cover, and set aside to marinate for 1 hour.
Remove the mushrooms from the marinade and press between paper towels or in a dish towel to remove excess marinade, then sprinkle with remaining Cajun seasoning, pressing the seasoning into both sides of the mushroom slices. Discard the marinade(or save for another use).
In a cast iron skillet over medium high heat, cook the mushrooms in a single layer(you may need to do this in two batches) until blackened, 2-3 minutes on each side. Remove to a plate.
Place all the ingredients in a food processor or blender and blend on high for 1 minute. Store, covered, in the refrigerator for up to 1 week.
Makes 1 3/4 cups.
Putting it together:.
Spread a spoonful of the remoulade on one half of each roll. Top each with 1 or 2 lettuce leaves and a few slices of tomato and avocado. Divide the mushroom slices among the rolls. Close each sandwich and cut in half. Serve and enjoy!