Season the steak with salt and pepper and grill over high heat cooking until golden brown and slightly charred, 4 to 5 minutes. Turn the steaks over and continue to grill 3 to 5 minutes for medium-rare. Allow to rest for 5 minutes before cutting into thin slices.
As the steaks cook, brush the onion slices with olive oil and place on the grill. Cook for 4 minutes, per side until slightly charred and softened.
While the steak rests, toast the bread on the grill.
To build the sandwich, spread 2 tablespoons of the horseradish sauce over the bottom layer of the toasted bread.
Add half of the sliced steak and half of the grilled onions.
Top with 4 slices of Tillamook Farmstyle Extra Sharp White Cheddar and then add the top bread layer.
Place the sandwich back in the unlit grill, close the lid and allow the residual heat to melt the cheese.
Remove the sandwich from the grill, slice and serve!