In a bowl, mix all the veggie packet ingredients thoroughly. Take two 1 foot long segments of Reynolds Wrap® Heavy Duty Foil, add the veggies, wrap and seal tightly. Set aside. Lather your steaks with oil and season thoroughly. Mix all ingredients for horseradish sauce and set it into the fridge until ready to use.
Preheat your grill to 400F for direct cooking. Set the foil wrapped veggies on the grill and cover to cook for 20-30 minutes. Make sure to turn & flip occasionally to cook evenly.
As veggie packets are halfway done cooking, sear the fat side of your steak on the grill for 1 minute. Flip over and cook for 3 minutes per side or until they reach 120F internal for medium-rare. When steak is done cooking, pull off, and let rest for 10 minutes.
Once veggies are done, pull off and let rest for 2-3 minutes to cool down. Slice steak, open up the veggie packet and top with sliced steak. Then cover with horseradish sauce and enjoy!