1) Wash the mushrooms; there's no need to scrape out the gills. Wash the peppers; leave them whole.
2) Brush or spray the vegetables with oil, and grill or broil till the mushrooms have softened and darkened a bit, and the peppers are nicely charred all over. Remove from the grill or oven. Set the mushrooms aside; place the peppers in a bowl, and cover with plastic wrap.
3) After 15 minutes, or as soon as the peppers are cool enough to handle, remove the stem and seeds, and peel away the charred skin. It should come off fairly easily, in large pieces. If it doesn't don't fuss; just get off as much skin as you can.
4) Dice the mushrooms and peppers into 1/2" to 1" strips or squares; a pair of scissors does a nice job here. Place the vegetables in a bowl.
5) Stir in the garlic, olives, and capers, plus salt to taste; the capers may make the mixture salty enough for you.
6) Spray or brush one side of each slice of bread with olive oil. Place the slices, oiled-sides down, on a clean work surface or piece of parchment (for easiest cleanup).
7) Spread the bare side of each piece of bread with a thin layer of goat cheese.
8) Divide the filling among the sandwiches, spreading it atop the cheese on half the pieces of bread.
9) Top the filling with the greens of your choice; a bit of soft romaine, baby spinach leaves, arugula, etc. Place the remaining pieces of bread, cheese-side down, atop the greens. You'll now have sandwiches that are brushed with olive oil, top and bottom.
10) Cook the sandwiches in a panini grill until they're browned and the filling is heated through. Alternatively, fry them as you would grilled cheese sandwiches. Or grill them on your outdoor grill.
11) Cut in half, and serve warm.
Yield: 4 or 5 sandwiches.