Mushrooms are at their best when cooked over high, unrelenting heat, which makes them ideal for grilling. So that they crisp instead of shrivel, toss them with more oil than you think is required and salt them only after they are cooked. As the mushrooms’ moisture disappears, their earthy umami concentrates and their outsides brown. They can be eaten on their own, added to any dish that you like mushrooms in, or tossed with a sauce that their spongelike texture will soak up. Here, that’s a spicy and silky classic Buffalo sauce. Top with parsley and blue cheese for crunch and coolness, then eat with your fingers or in buns. This method here works with most mushrooms, but avoid larger ones like portobellos, which, over such high heat, will burn before they’re cooked through.