Filed under: Montauk The Sea Grille at Gurney's Inn By Nicki Donato Dec 1, 2009, 9:56am EST The Restaurant: The Sea Grille at Gurney's InnThe Deal: Three-course prix fixe dinner for $25.95.When/Where: Mon-Thurs at 5:30pm; 290 Old Montauk Highway, Montauk 631-668-2660. The Sea Grille at Gurney's Inn 290 Old Montauk Highway, Montauk, NY