Heat grill to medium heat.
In a large bowl, mix the first 4 ingredients (beef through thyme). Form beef mixture into 4 patties.
Brush mushroom caps with olive oil and season with sea salt and freshly ground black pepper to taste.
Place burgers and mushrooms on the grill. Close lid and cook burgers for 5 to 10 minutes on each side, until beef reaches preferred doneness. Cook mushrooms for 2 to 5 minutes on each side, until tender.
In a medium bowl, mix the next 5 ingredients (cucumbers through coconut milk) with sea salt and freshly ground black pepper to taste.
Layer, 1 mushroom cap, spinach, burger, cucumber salad and second mushroom cap. Serve warm.