Remove the stems from the mushrooms and brush caps with a damp towel
Scrape out the gills with a spoon and discard.
Slice the mushroom caps into 1/4" slices and place in a bowl with the olive oil, dried oregano and smoked paprika. Mix gently so as not to break up the slices.
Preheat an indoor grill pan to medium high heat. Add the mushrooms and peppers, turning occasionally until tender. About 5 to 7 minutes. Set aside
For the yogurt dill sauce placce the cucumber in a tea towel and wring to remove as much water as possible. Place in a bowl together with theyogurt, sour cream, olive oil, lemon juice, garlic, salt and dill. Mix well.
Place the mushroomsand peppers in the pita breads. Top with the sliced tomato, lettuce, feta and a good helping of the yogurt sauce.