Preheat your oven to 350 degrees. On a baking sheet, spread asparagus, brussels sprouts, and mushrooms. Drizzle olive oil over the top, and then sprinkle the salt and pepper over the top as well. Using your hands, mix everything together; coating evenly. Place in oven and roast for 20 minutes, mixing veggies after 10 minutes. Remove from oven, set aside.

While roasting the veggies, prepare your goat cheese spread: in a microwave safe bowl place goat cheese, cream cheese, and mayo, microwave for 30 seconds. Remove and mix with a fork until completely mixed together.

Spread butter on one side of each slice of bread (this buttered side will be on the outside of the sandwich). On the unbuttered sides, spread goat cheese mixture (all slices). Then top on top of the goat cheese mixture, add half of the roasted veggies and half of the spinach. Top with the other slice of bread, so that the veggies are enclosed with goat cheese mixture and the butter is on the outside of the sandwich. Repeat for second sandwich.

In a large skillet over medium heat, add the sandwiches. Cook for 3-5 minutes on the first side, or until browned and crisp (watch closely because this will depend on your heat level- do not cook on high heat, slower is better when it comes to grilled cheese). Once browned, carefully flip the sandwich over with a spatula, and cook for 2-3 minutes on the other side, or until browned. Cut in half and serve immediately.