Preheat oven to 275F.
In a large mixing bowl combine the balsamic vinegar, rosemary, Worcestershire and 1/4 cup EVOO (eyeball it). Add the mushroom caps to the bowl and toss to coat. Marinate in the refrigerator for several hours.
While the portabellos are marinating, arrange the tomato slices on a baking sheet and drizzle them with a little EVOO and a sprinkle of salt and pepper. Roast them in the oven for an hour then turn the oven up to 325F for another 30 minutes until the tomatoes are light golden brown, then reserve.
When youre ready to cook the burgers, preheat a grill pan over medium heat. Remove the mushrooms from the marinade, blotting off any excess with a paper towel. Season them with salt and pepper, and grill until grill-marked and tender, about 3 minutes per side. When you flip them, lay down a slice of cheese on each one to melt it.
When the mushrooms are getting close to finishing up, place the bread slices on the grill as well and cook until charred, about 1 minute per side. When the bread slices come off the grill, rub them with the whole garlic clove and give them a drizzle of EVOO and a sprinkle of salt and pepper.
While the mushrooms and bread are grilling, set up a food processor. In the bowl, combine the watercress, walnuts, lemon juice, chopped garlic, some salt and pepper. Pulse the machine a few times to chop everything up then turn on the machine and stream in the remaining 1/4 cup EVOO until it forms a smooth pesto.
To assemble each burger, place a grilled mushroom cap, a couple slices of roasted tomato and a good dollop of pesto between two slices of grilled bread.