Preheat a grill or grill pan on medium high heat.
Rub the portobellos lightly with the olive oil and season with black pepper.
Place on the grill and cook for 3 to 4 minutes on each side or until tender and cooked through.
Remove the mushrooms from the grill to a plate lined with paper towels to catch any excess moisture.
In a large mixing bowl combine the turkey, thyme, and garlic and mix well to combine.
Portion the turkey into four five-ounce patties about ¾ inch thick.
Grill the turkey patties for about 4 to 5 minutes on each side or until a meat thermometer reads 165F in the center of the patties. Remove burgers from the grill and let rest for 4 minutes.
Mix the red onion, bell pepper, and tomato in a medium mixing bowl. Add the red wine vinegar and mix well, season with black pepper. In a separate mixing bowl, combine the yogurt, capers, cornichons, and parsley and mix well.
To serve, place a portobello mushroom with the stem side up on a serving plate. Place a burger on top of the mushroom and top with the vegetable mixture followed by a spoonful of the yogurt sauce. Top with another portobello, stem side down. Repeat with the remaining four burgers, and serve immediately.
Source: Biggest Loser