To make the oyster mushroom bacon, combine the oils, liquid smoke and salt in a large bowl. Toss the mushrooms to coat. Place the mushrooms gill side down in a cast-iron pan or baking sheet, taking care not to crowd them. Place in oven.
After 10 minutes, if there is a lot of moisture in the bottom of the pan or sheet, remove from the oven and tilt to collect and discard with a spoon.
Return to the oven and bake for 5 minutes more, watching them carefully to avoid burning. Flip, then bake for about 5 minutes more, or until they have a nice color around the edges, keeping a close eye on them. Transfer to paper towels to drain slightly and allow them to crisp up.
To serve, assemble the steamed buns with hoisin sauce, one or two pieces of mushroom, cucumbers, jalapeño, carrots and fresh cilantro. Serve warm.