In a small bowl, mix sake, soy sauce, miso paste and vegetable oil until the miso paste dissolves. Set aside.
Rinse enoki mushrooms under cold water and cut the stems off – the part that’s harder and discolored. Separate the mushrooms by gently pulling at the strands and set aside.
Fold a 22-by-11-inch piece of foil in half and place in a small bowl to create a pouch. Place enoki mushrooms in the center and pour the sauce over. Mix using chopsticks.
Close the foil and fold the edges by twisting. Place on a cooking tray and bake for 15-20 minutes.