Preheat a grill to medium-high. On a large baking sheet, arrange the steak, mushrooms, bell pepper and onion; brush with the olive oil and season with salt and pepper. Thread the mushrooms onto a skewer.
Grill the steak and vegetables, turning once, until the steak is well-crusted and the vegetables are charred and softened, about 12 minutes; transfer to a large plate and let stand until the vegetables are cool enough to handle.
Thinly slice the steak and vegetables separately and transfer the vegetables to a large bowl; season with salt and pepper. Divide the steak among the taco shells, top with the grilled vegetables and sprinkle with the cheese.