Over medium-high heat in a skillet, add 1/2 tablespoon of the olive oil.
Next add the sliced onion with a pinch of salt. Let caramelize, stirring occasionally (about 10 minutes). Turn off heat and set aside.
Brush mushrooms with remaining olive oil and sprinkle both sides with pepper, paprika, onions, and chili powder.
Heat your grill (or skillet) on medium heat; cook the mushrooms until juicy and tender (about 5 minutes on each side). In the last minute of cooking, add a slice of Gouda cheese on top to melt.
Lightly toast the buns on the grill for even more flavor while cooking the mushrooms.
Assemble the sliders by placing the mushrooms on the bun, top with the caramelized onion and a generous drizzle of BBQ sauce.