To make the cashew cheese in a high speed blender or nutribullet container combine all of the ingredients listed for the cheese and blend until completely smooth. Set aside in the fridge.
Heat a grill pan or sandwich press. Once hot place the portobello mushrooms, zucchini and eggplant onto the grill and brush with olive oil. Cook for 4 minutes per side until grill marks form and the vegetables become tender. Once the vegetables are cooked transfer to a plate and season with salt and pepper.
To assemble the sandwiches place two portobello mushrooms on a plate gills side up. Spread a thin layer of pesto onto each of the mushrooms and then top with a slice of eggplant, 2-3 slices of zucchini, a layer of Mezzetta roasted bell peppers, arugula and finally a large spoonful of the cashew cheese. Top each sandwich with a portobello mushroom and use a toothpick to hold in place. Enjoy!