For the sauce: In a small bowl, mix the dressing, mustard, horseradish and cayenne pepper.
For the sandwich: In a small saute pan or griddle over medium heat, add 1 tablespoon of the butter and the onions. Cook, stirring constantly, until the onions are golden brown. Cover and reduce the heat. In another pan set over medium heat, add 2 tablespoons of the butter. Season the mushroom liberally on both sides with salt and pepper. Cook the mushroom until tender throughout. Add the pineapple slice to the pan and brown on both sides. Top the mushroom cap with the pineapple, caramelized onions and the cheese. Cover until the cheese melts. Add some mixed greens to the bottom portion of the bun, then top with drizzle of the 5-OH! sauce and place the cooked mushroom tower on top. Cover with the top bun and serve.