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Heat the vegetable oil in a large pan over medium heat. Carefully dip the Homemade Paneer pieces into the batter and gently add to the pan. Cook until golden brown, 1 to 2 minutes per side. Keep warm.
Place a clean skillet over medium-high heat and add the olive oil. When it is hot, add the mushrooms and fennel seeds and sear them until they are golden brown, 3 to 5 minutes. Season with some salt.
Serve the paneer burgers on the buns and top with the seared mushrooms and slices of avocado and tomato.