The FC Mainz forward, 24, who plays as a central striker but can also operate out wide, provides another badly-needed attacking option for Town, who visit one of Warnock's former clubs in Middlesbrough on Saturday.
Town have an option to make the deal permanent at the end of the current campaign for Burgzorg, who will be available for selection once his international clearance is received.
Warnock said: “He gives us options in that frontline, a bit of pace and power.
“He impressed me when we spoke to him. We've nothing to lose, really.
“We have got one or two deals ongoing and hopefully we can get one over the line.
“We've got another lad with us as well. I can't see anything being done for the weekend, but we are close. We do need two or three more players. I am working hard – midfield as well as up front to bring one or two in.”
On Burgzorg, Town sporting director Mark Cartwright commented: “His profile as a player is different to the other forwards that we have at the club.
“He’s got real flair too and can bring an ‘X Factor’ to our play.”
Warnock insists Boro did the right thing by selling star striker Chuba Akpom to Ajax for £12.7m – with the Town chief doubtful that he would have gone close to emulating last season's feats. After considerable speculation over his future, Akpom – the Championship player of the year in 2022-23 and golden boot winner – completed a move to the Dutch giants this week.
Warnock, who signed Akpom for Boro from Greek side POAK in 2020, said: “If I am honest, I am not sure people at the club will be too disappointed he has gone and (they have) got that sort of money. Michael got one year out of him and I'm not sure he'd be able to do that again. I think it was good for the club, Michael and everybody really. Chuba as well.”