In a skillet over medium heat, add 1 tablespoon oil. Add mushrooms, salt, and pepper and saute, stirring occasionally, till they shrink down to desired size, approximately 10 to 12 minutes.
Slice halloumi into ½-inch thick slabs; should be able to get 4 even slabs from the package.
In a separate skillet over medium-high heat, add halloumi. Cook 1 to 2 minutes, pressing down on the halloumi occasionally, till it starts to brown and soften. Flip and cook on the other side till brown, 1 to 2 minutes.
In a small bowl, mix together sriracha and yogurt.
Place one slab of halloumi on each bun bottom. Top with pickles, basil, and sriracha yogurt, and close with bun tops.
Video
Notes
Note: option to add sliced tomatoes, lettuce, etc. Whatever you like!