Put the cheese, celery, parsley and cayenne pepper in a bowl and mix well together. Set aside in a cool place until needed. Preheat the grill to high.
Leave any small mushrooms whole and halve any larger ones. Place all the mushrooms in a large heavy-based frying pan, preferably non-stick, and add the garlic, thyme, sour cream and water. Cover and cook gently for 3–4 minutes or until the mushrooms are just tender and have given up their juices. Add the lemon juice and salt and pepper to taste.
While the mushrooms are cooking, toast the bread slices on both sides under the grill. While still warm, spread one side of each piece of toast with some of the soft cheese mixture, then cut each piece in half.
Arrange the toasts on individual serving plates. Spoon the hot mushroom mixture over the toasts and serve immediately.