Rob Gronkowski -- Considering 'Dancing with the Stars' ... Spikes Dolphins Hat

Rob Gronkowski tells TMZ Sports he's definitely thinking about doing "Dancing with the Stars" one day ... but says he's worried that formal training will RUIN his trademark skills.

Gronk was out in NYC this weekend ... where he broke SEVERAL pieces of big news, including:

-- Did he nail that hot local reporter on Valentine's Day?
-- He's been training teammate Chandler Jones to fight his brother Jon "Bones" Jones
-- He NEVER wants to leave the New England Patriots.

Oh, he also notices our photog is wearing a Miami Dolphins hat ... SO HE SPIKES THE HELL OUT OF IT!!!

Check out the clip -- amazingness.