Prepare the tempeh marinade: In a shallow dish, whisk together the coconut liquid aminos, olive oil, smoked paprika, garlic powder, onion powder and pepper. Add the tempeh slices and let marinate for at least 30 minutes, at room temperature, turning occasionally.
Caramelize the onions: In a large skillet, heat the olive oil over medium-low heat. Add the onions and cook them slowly, stirring occasionally, until golden brown and caramelized. This may take 20 to 30 minutes. If using, add the agave plus salt and pepper to taste, for extra flavor.
Prepare the mushrooms: In a separate large skillet, heat the olive oil over medium heat. Add the portobello mushroom slices and drizzle with the liquid smoke. Sauté until the mushrooms become tender and develop a smoky flavor. Season with salt and pepper to taste.
Cook the tempeh: Heat a separate large nonstick skillet or grill pan over medium-high heat. Add the marinated tempeh slices and cook for 2 to 3 minutes per side, or until they are nicely browned and have absorbed the flavors.
To assemble: Split the vegan rolls or buns in half. Spread vegan mayonnaise on one inner side of each roll. Layer the cooked tempeh, caramelized onions and smoked mushrooms on the buns. Top with your vegan cheese slices.
Place the assembled sandwiches under the broiler for 1 to 2 minutes, or until the cheese melts and gets bubbly. Keep a close eye to avoid burning.
Serve these hot. Remove from the broiler and let cool for a minute. If desired, add sliced pickles or other condiments of your choice.