Heat 1 tablespoon oil in a large non-stick frying pan over high heat. Add the mushrooms. Cook, stirring often, for 4–5 minutes or until tender. Remove from heat. Stand for 10 minutes. Drain excess liquid and place mushrooms in a large bowl to cool.
Add the mince, onion, Worcestershire sauce and egg to the mushrooms. Season with salt and pepper. Mix well using your hands. Shape mixture into 4 patties. Place on a tray. Cover with plastic wrap and refrigerate for 20 minutes.
Lightly grease a barbecue plate and preheat on medium heat. Brush the haloumi with remaining oil. Barbecue the patties for 4–5 minutes on each side or until just cooked through. Barbecue the haloumi for 3 minutes on each side or until golden.
Barbecue the cut side of the buns for 1–2 minutes or until golden. Spread the bun bases with baba ghanoush. Top with patties, haloumi and capsicum. Serve with chips.