Adjust oven rack to upper middle portion, place rimmed baking sheet on rack, and heat oven to 400°F Using sharp knife, cut 1/4 inch slits, spaced 1/2 inch apart, in crosshatch pattern on surface(non-grill side) of 8 mushrooms. Dice remaining 2 mushroom caps and reserved stems into 1/2 inch pieces; set aside (you should have about 3 cups).
Brush both sides of caps with 2 tablespoons oil and sprinkle evenly with 1 teaspoons salt. Carefully place caps, grill-side up, on preheated baking sheet. Roast until mushrooms have released some of their juices and begin to brown edges, 8-12 minutes. Flip caps over and continue to roast until liquid has completely evaporated and caps are golden brown, 8-12 minutes longer. Remove mushrooms from oven and heat broiler,.
Meanwhile, place spinach and water in large microwave-safe bowl. Cover bowl with large dinner plate (plate should completely cover bowl and not rest on spinach). Microwave on high until spinach is wilted and decreased in volume by half, 3-4 minutes. Using potholders, remove bowl from microwave and keep covered 1 minute. Carefully remove plate and transfer spinach to colander set in sink. Using back of rubber spatula, gently press spinach against colander to release excess liquid. Transfer spinach to cutting board and roughly chop. Return spinach to colander and press again. Set aside.
Pulse bread in food processor until coarsely ground, about 16 one-second pulses (you should have about 1 1/2 cups). Heat 1 tablespoons oil and 1 tablespoons butter in 12-inch skillet over medium heat until butter is melted. Add bread crumbs and 1/4 teaspoons salt; cook, stirring frequently, until golden brown, 5-8 minutes. Transfer crumbs to small bowl and wipe out skillet with paper towel.
Return now-empty skillet to medium-high heat, Add remaining tablespoons oil and heat until smoking. Add chopped mushrooms and cook without stirring for 2 minutes. Continue cooking, stirring occasionally, until lightly browned, 4-6 minutes longer. Transfer to medium bowl.
Add remaining tablespoons butter and onions to skillet; cook stirring occasionally, until onions are light brown, 5-6 minutes. Add garlic and cook until fragrant, about 30 seconds. Stir in sherry and cook until almost no liquid remains, 1-2 minutes. Reduce heat to low and stir in reserved mushrooms, spinach, thyme, goat cheese, cream and walnuts. Continue cooking until cheese is melted and vegetables are well coated, 1-2 minutes. Remove from pan, stir in lemon juice, and season with salt and pepper to taste.
Flip caps, grill side up and distribute filling evenly among mushroom caps; top each with 2 Tbsp bread crumb mixture. Broil mushrooms until crumbs are golden brown, 1-2 minutes. Serve immediately.
NOTE: For some reason, I cannot get the recipe to show the mushrooms as Portobellos - only portabella!