Sauté onions in light olive oil until translucent and set aside to cool. Add onions and cheese to ground sausage and mix well.
Remove stems from portobellas and place caps on baking sheet. Fill each cap with a spoonful of sausage, just above the rim.
Once all the caps are filled, sprinkle on the barbecue rub and arrange mushrooms in a grilling basket.
Setup your smoker (or indirect grill) and place mushrooms on a rack. Add a couple of smoking blocks to your coals and cook the mushrooms until the sausage reaches an internal temperature of 160 degrees. You can check this easily with the Thermoworks Thermapen ONE.