I guess all mushrooms that utilize a wide range of cellulose could be grown on coffee grounds, but oyster mushroom is renowned for being easy to work with and having a very aggressive mycelium. The nifty thing about coffee grounds is that they are sterilized during the brewing, which make the inoculation process easier. Other substrates like cardboard, wood-pellets, sawdust, straw etc. has to be heat-treated in some way before use, to eliminate all the fungi spores in the materiel.