Preheat the grill to the highest setting. Take two sheets of aluminum foil (or use a grill pan!), using one for the peppers and onions and using the other for the portobello pieces. Drizzle 2 tablespoons of olive oil over each packet and 1 tablespoon vinegar over each. Cover the peppers and onions with the salt, pepper, paprika and brown sugar. Add the minced garlic to the portobellos (we will season after). Fold up all four sides of the packet so they are easily transportable to the grill.
Place each packet on the grill grates and grill until the veggies start to char and become caramely, tossing occasionally. Grilled the portobellos until soft and juicy, tossing a few times as well. Once finished, remove the packets and let them cool slightly. Season the mushrooms with a pinch of salt and pepper.
Build your sliders by spreading the goat cheese on the bottom, topping with a mix of veggies, sliced avocado and the vinaigrette.