Lets find the part of the sentence with the verb : wandering through the catacombs. Wandering is the verb, a verb is an action, and an action is something you do. A gerund phrase has a verb that ends in -ing. A prepositional is a word like after, before, and now. A prepositional phrase example is this : After several minutes we located the keys for the door. An Infinitive Phrase is a phrase that has an infinitive and the modifier. "Participial phrases are dressed up like verbs, but they function as adjectives to describe nouns."A participial phrase commonly functions as an adjective. For eg. : The windows cracked by vandals have been fixed.
I would go with gerund phrase because wondering ends in -ing. Hope I helped!