In a medium bowl, combine egg, mushrooms, bread crumbs, milk, Italian seasoning, and salt. Add ground pork; mix well. Shape mixture into four 3/4-inch-thick patties.
For a charcoal grill, place patties on the rack of an uncovered grill directly over medium coals. Grill for 14 to 18 minutes or until done (160 degrees F), turning once halfway through grilling. Toast bread slices on the grill. (For a gas grill, preheat grill. Reduce heat to medium. Place patties, then bread slices on grill rack over heat. Cover and grill as above.)
For sauce: In a small saucepan, combine pizza sauce and olives; heat through.
Serve burgers between bread slices with sauce and cheese. Makes 4 servings.