Hang yogurt in a muslin cloth, preferably in a refrigerator, till all the whey is separated. You can use this whey in some other dish.
Wash mushrooms. Boil four cups of water and dip mushrooms in the boiling water for thirty seconds. Drain immediately. Take mango pickle in a bowl and remove pieces so that only the pickle masala can be used.
Roast besan on low heat till fragrant. Let cool. Mix together the hung yogurt, pickle masala, ginger-garlic paste, roasted besan, mustard powder, kalonji, mustard oil, turmeric powder, garam masala powder, red chilli paste and salt to taste.
Marinate blanched mushrooms in it for an hour. Skewer mushrooms one by one and apply remaining marinade on them. Roast in a tandoor for six to eight minutes.
Alternatively, place mushrooms in the preheated oven and cook for six to eight minutes at 180ºC. Serve with a chutney of your choice.