In a large skillet, sauté mushrooms in EVOO until brown. Once they begin to brown, add in onion and celery, and cook until softened. Add in garlic and herbs, and season with salt and pepper. Deglaze with a splash of sherry. Set aside and let mixture cool.
In a small bowl, tear the bread into pieces. Pour milk into bowl and let the bread soak.
In a large bowl, mix together meat, soaked bread pieces, egg and the mushroom-onion mixture. Season with salt and pepper. Form the mixture into 4 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.