Robust zero bias transport anomalies in semiconducting nanowires with proximity-induced superconductivity have been convincingly demonstrated in various experiments. While these are compatible with the existence Majorana zero modes at the ends of the nanowire, a direct proof of their non-locality and topological protection is now needed. Here we show that a quantum dot at the end of the nanowire may be used as a powerful spectroscopic tool to quantify the degree of Majorana non-locality through a local transport measurement. Moreover, the spin polarization of dot sub-gap states at singlet-doublet transitions in the Coulomb blockade regime allows the dot to directly probe the spin structure of the Majorana wavefunction, and indirectly measure the spin-orbit coupling of the nanowire.