Wash the mushrooms and then shred them using a fork. Add them to a bowl along with the oil and dry rub. Add more of either to taste. Toss to coat the mushrooms in the marinade and seasoning rub.
Line a baking sheet with parchment paper. Add the mushrooms and spread them out in a single layer.
Bake in the oven for 25 - 30 mins.
Add the baked mushrooms to a pan over medium heat. Cover in BBQ sauce, starting with about 1/2 cup and adding more to taste. Cook for about 5 minutes or until the BBQ sauce reduces a little and gets sticky. Remove from heat and serve on a toasted bun with pickles, onions and whatever you like!
Notes
You can use King Oyster Mushrooms, Cluster Oyster Mushrooms, or even Portabellas if you like! Whatever you have access to should work!