In a large skillet, saute mushrooms and onion in 3 tablespoons mayonnaise for 5 minutes or until mushrooms are tender; cool. In a large bowl, combine the cheeses, mustard, Worcestershire sauce, salt, cayenne, mushroom mixture and remaining mayonnaise. Spread 1/3 cup on six slices of bread , In a large skillet or griddle, melt 2-3 tablespoons butter. Toast sandwiches until bread is lightly browned on both sides and cheese is melted, adding butter if necessary.