Coat the steaks with olive oil and season all sides generously with steak seasoning. Set aside and allow the meat to come up to room temperature.
Preheat the grill to 400-450 degrees and set it for direct heat.
Place the steak on the direct heat side of the grill, cook and flip every minute until it reaches your desired internal temperature. For medium rare, I like to pull them off around 120-125 degrees.
Remove the steak from the grill and let them rest for 10 minutes.
While the steaks are resting, cut the shallots and toss them in a hot cast iron skillet with butter. Sauté until they caramelize and are soft in texture.
In a separate mixing bowl, combine the horseradish sauce ingredients and mix well.
Slice and toast the baguette on the direct heat side of the grill.
To assemble, start with the baguette, add the horseradish sauce, a slice of steak, and top with the caramelized shallots. Garnish with chives. Enjoy!
Notes
Any cut of beef will work but the tenderloin or fillet is best because it's very tender.
If you don't like horseradish, feel free to use a whipped cream cheese instead of the sauce.