Slice the onion, bell pepper, and mushrooms thinly.
Heat some cooking oil in a frying pan and sauté the onion and bell pepper.
Add the mushrooms and continue to stir-fry, seasoning with salt and pepper.
Place the sautéed vegetables on the tortilla.
Sprinkle cheddar cheese over the vegetables, then roll up the tortilla.
Add a little butter to the pan and toast the burrito on both sides until golden brown.
Slice the burrito into bite-sized pieces and plate to serve.