1. For the lemon mayo, stir together the egg-free mayo, lemon zest and juice in a small bowl.
2. Cut the smoky tempeh strips in half. To grill the strips, heat the vegetable oil in a large nonstick pan over medium heat. Grill the tempeh for 2 to 3 minutes per side, turning over carefully with a small spatula, until evenly browned and crispy around the edges. Remove from the pan.
3. To assemble the club sandwiches, lightly toast the multigrain bread and slather all four slices with lemon mayo. Top the two bottom pieces of toast with Boston lettuce leaves, slices of tomato and avocado. Sprinkle lightly with salt and pepper. Pile on the smoky tempeh strips. Replace the top slices of toast and press lightly to adhere. Slice in half to serve.