Peel and wash the mushrooms.
Brush with little fat and season with salt.
Place on a baking tray and grill on both sides for a few minutes.
Grill the bacon on both sides ,then cut the marrow into small thick slices.
Simmer gently into a little stock or water for a few min; remove and drain.
Cut and trim the buttered toast into four neat rectangles.
Arrange on top of the mushrooms, bacon and marrow.
Sprinkle with cayenne and serve.