Preheat the oven to 425 degrees . On a baking sheet, toss the potatoes with 2 tablespoons EVOO and the grill seasoning. Roast for 45 minutes.
Meanwhile, in a medium skillet, heat 1 tablespoon EVOO, 1 turn of the pan, over medium heat. Add the mushrooms and onion and cook until softened, about 5 minutes. Season with salt and pepper.
In a second medium skillet, heat 1 tablespoon EVOO, 1 turn of the pan, over medium heat. Season the beef with salt and the coarse pepper. Form into 4 patties. Pour the wine into a dish. Dip each patty in the wine, then cook for 4 minutes on each side. Transfer to a plate and top with the mushrooms; cover with foil.
Add the wine to the burger skillet and reduce to a syrup. Whisk in the butter, then the flour, beef broth and Worcestershire sauce.
Heat the mushroom skillet over medium heat and add the remaining 2 tablespoons EVOO, 2 turns of the pan. Add the spinach and cook until wilted. Toss in the gorgonzola.
Combine the sour cream with the applesauce, horseradish and bread crumbs. Serve the burgers with the wine gravy, spinach and potatoes, and horseradish sauce for dipping.