Preheat the oven to 425°F and line a baking sheet with parchment paper.
Place the mushrooms on the baking sheet, drizzle with olive oil, sprinkle with salt and pepper, and toss to coat. Spread evenly on the baking sheet and roast for 20 minutes, or until slightly shriveled around the edges.
In a food processor, place the walnuts, onion, garlic, salt, pepper, fennel seed, cumin, paprika, and sage. Pulse until coarsely ground, then add the roasted mushrooms, black beans, oats, olive oil, tomato paste, flaxseed, tamari, and balsamic vinegar. Pulse until the mixture is well-combined but still has a few larger bean and mushroom chunks remaining.
Transfer the mixture to a large bowl and fold in the panko. Use a 2-tablespoon cookie scoop to portion the mixture, then use your hands to roll it into balls.
Heat a large cast-iron skillet over medium-high heat and coat the bottom with avocado oil. Add the vegan meatballs and cook, rotating the balls as they brown, until browned all around, about 5 minutes.
Transfer the skillet to the oven and bake for 20 minutes, or until the vegan meatballs are firm and lightly crisp around the edges.
Serve with marinara.