In a bowl combine Burgundy, cooking oil, soy sauce, lemon pepper, Worcestershire and hot sauce.
Place meat strips in plastic bag; set in a deep bowl.
Pour wine mixture over meat; close bag.
Marinate 4-6 hours or overnight in refrigerator, turning twice.
When ready to grill, drain meat, reserve marinade.
Loosely roll each strip around a cherry tomato or mushroom cap, starting with short side.
Skewer securely with toothpicks.
Grill pinwheels over medium coals for 15 minutes. Turn meat, grill about 10 minutes more for rare. Baste with marinade often. Remove picks. Makes 8 servings.