Sprinkle steaks with cracked pepper, if desired.

Grill, covered with grill lid, over medium-high heat (350° to 400°) 4 to 6 minutes on each side or to desired degree of doneness.

Bring whipping cream, marmalade, and horseradish to a boil in a skillet over medium-high heat, stirring constantly; reduce heat, and simmer, stirring often, 5 minutes or until thickened. Serve immediately with steaks; garnish, if desired.