1Preheat oven to 450 degrees F (230 degrees C). Line a cookie sheet with foil, and spray it with cooking spray. With a damp cloth, wipe the mushrooms making sure to get off any excess dirt. Trim the stem so the mushroom will sit even like a hamburger.
2Wrap 2 pieces of turkey bacon around each mushroom, tucking the ends under the stem. Place the mushrooms on the cookie sheet. Bake for 10 to 15 minutes. Remove mushrooms from cookie sheet to paper towel to drain.
3Spread 1 1/2 teaspoons of the horseradish sauce over each of the buns (adjust to your own taste). Place 1 piece of lettuce and 1 slice tomato onto each bun. Place one mushroom burger on each bun.