Place the mushrooms, eggplant, pumpkin and zucchini into a shallow bowl or baking dish. Drizzle with the balsamic vinaigrette turning to coat evenly. Cover and refrigerate at least 2 hours or up to 24 hours, stirring occasionally.
Preheat barbecue to medium-high heat.
Drain vegetables and discard marinade. Place vegetables on preheated barbecue and cook until lightly browned turning once or about 3 minutes on each side.
Sprinkle the mushrooms with blue cheese and let the cheese melt slightly.
Open the 6 hamburger buns and divide the eggplant, pumpkin and zucchini among bottom halves.
Place the portobello mushrooms on top of the vegetables cheese side up.
Top with the remaining 6 hamburger bun halves. If necessary use toothpicks to hold the buns in place. Serve immediately.
The nutrition data for this recipe includes information for the full amount of the balsamic vinaigrette marinade. Depending on the marinating time, ingredients, cooking method, etc., the actual amount of the marinade consumed will vary.