Cook the tempeh bacon.
Heat the olive oil in a large skillet over medium heat.
Add the tempeh bacon and cook, turning once, until browned and crisp on both sides, about 5 minutes total.
Transfer to a plate lined with paper towels to drain.
Prepare the bread. Lightly toast the 4 slices of bread until golden brown.
Spread the soy mayonnaise evenly on one side of each slice.
Assemble the sandwiches.
Place 2 slices of the prepared toast on a cutting board, mayo-side up.
Layer each slice with a romaine lettuce leaf, slices of tomato, and slices of avocado.
Add the bacon and season.
Divide the cooked tempeh bacon between the two sandwiches.
Season generously to taste with salt and freshly ground black pepper.
Finish and serve.
Top each sandwich with one of the remaining slices of toast, mayo-side down. Use a serrated bread knife to cut each sandwich in half diagonally and serve immediately.