In a large skillet, sauté the mushrooms in EVOO until brown. Once they begin to brown, add in the onion and celery and cook until softened. Add in the garlic and herbs and season with salt and pepper. Deglaze with a splash of sherry. Set aside and let the mixture cool.
In a small bowl, tear the bread into pieces. Pour the milk into the bowl and let the bread soak.
In a large bowl, mix together the meat, soaked bread pieces, egg and the mushroom-onion mixture. Season with salt and pepper. Form the mixture into four patties.
On a large grill pan or cast iron skillet, cook the patties over a medium-high heat, flipping once until cooked to desired doneness.
Serve between two slices of buttered toast with ketchup and mustard.