Sprinkle steaks evenly with salt and seasoned pepper. Grill, covered with grill lid, over medium-high heat (350° to 400°) 10 minutes on each side or until desired degree of doneness. Remove steaks from grill; cover with aluminum foil, and let stand 10 minutes.
Cut steaks into thin slices. Cut Blue Cheese Biscuits in half. Divide and place beef slices evenly on the cut sides of biscuits; top with Horseradish Cream. Top with remaining biscuit halves. (Or serve the cream on the side, and let guests make their own sandwiches.)