The Shooter’s Sandwich

Ingredients:
For the mustard sauce:
3 tbsp Dijon mustard
1 tbsp extra hot horseradish
1 tbsp mayo

For the mushrooms:
1 tbsp olive oil
1 tbsp butter, divided
1 1/2 pound button mushrooms
salt and pepper to taste
cayenne to taste
1/2 cup minced shallots
2 tbsp brandy or sherry