Preheat oven to 425 degrees. Brush both sides of mushrooms with oil. Arrange, stem-side down, in a 9-by-13-inch baking dish; season with salt and pepper and top with rosemary. Roast, flipping once, until mushrooms are tender, about 25 minutes. Let cool; slice 1/4 inch thick on the bias.
Heat broiler. Spread 2 tablespoons bechamel on each bread slice. Divide sliced mushrooms among slices, then top each with 1/4 cup Gruyere. Broil until cheese is melted, 1 to 2 minutes. Serve.