I would say that the primary journey of spirituality that both thinkers embrace is one within oneself. The subjective experience is a spiritual and reflective journey that reflects a form of religious worship. It is the worship of the subjective experience. Romantic thinkers like Wordsworth and Coleridge did not necessarily embrace an institutional and conformist bound vision of the church, as they felt it stifled individual expression. Rather, their religious journey was one through the notion of self. These thinkers found this in the exploration of the individual's relationship with nature, the experience of emotional frames of reference, and the voyage into the aspects of self that might not be normally revealed, such as the experience of the supernatural phenomenon. I think that this is primarily what these thinkers conceived as the religious experience.
The spiritual is the word I think and not religious. It is too private a flight to be called religious in a sense of public discursivity. In both Wordsworth and Coleridge, the journey is towards a realization of the godhead through the phenomenal world of nature that opens onto the noumenal in being the most delightful creation of God, the creator. The omnipresence of God is thus a major theme in both the poets. This access is also a journey toward poetic eternity where the transcendental order is supposed to be glimpsed.
In Wordsworth's Tintern Abbey and the long poem Prelude and even The Intimations of Immortality, this is the journey that we see. The maturation of this journey is also related to the development of the poetic faculty in Wordsworth.
In Coleridge's poems, much like Keats, there is a failure, more often than not, in this journey. There is a level at which the divinity remains incomprehensible. This is a pattern we locate in the Conversation Poems, Frost at Midnight and so on. Even the end of Kubla Khan is about the awe of this journey. It is forbidden in the final run, though there is a need to undergo it.