Preheat oven to 300 degrees F. Place mushrooms bottom side up on large baking tray. Top each mushroom with 1 teaspoon of chimichurri and sprinkle each with about 2 teaspoons cheese. Season with salt and pepper to taste. Stack two mushrooms on top of each other sandwich-style with bases together to enclose the “filling.” Roast in oven until tender, 8–10 minutes. Remove from oven, set aside to cool. Once cool enough to handle, tie the 6 “mushroom sandwiches” together with kitchen twine to resemble a roast.