To prepare the salad, preheat the oven to 350 degrees F.
Line a foil baking sheet or other large rimmed pan with parchment paper or foil, making sure to cover the pan completely and over the rim so it catches all the juices from the mushrooms.
Place the mushrooms in a single layer on the prepared pan, Bake for 15 to 20 minutes, until they have started to soften and lose their juices. Carefully tip the pan to pour the liquid into a bowl; set aside. Let the mushrooms cool slightly, then chop into bite-sized pieces. In a medium bowl, toss the mushrooms with the red onion.
To serve, divide the greens among the plates and top with the warm mushrooms. Scatter the feta and pecans over the mushrooms. Add the olive oil, lemon juice, and mustard to the reserved mushroom juice, mix well, and season, to taste, with salt and pepper. Drizzle over the salads and serve immediately.
Note: To toast the nuts, place them in a skillet over medium-high heat. Toss them continuously in the skillet until they begin to turn a light golden color. Transfer the nuts to a plate and spread them out in a single layer to cool.
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