Spray medium saucepan with cooking spray; heat over medium until hot.
Sauté onion, bell pepper, and garlic until tender, 5-8 minutes. Stir in mushrooms, catsup, water, brown sugar, mustard, celery seeds and chili powder; heat to boiling.
Stir in vegetable protein; reduce heat and simmer, covered, 10 minutes. Season to taste with salt and pepper.
Spoon sandwich mixture into buns; serve with pickles.