To prepare marinade, combine first 6 ingredients in a large zip-top plastic bag. Add steaks to bag, and seal. Marinate in refrigerator for 2 hours, turning occasionally.
Preheat oven to 400°.
To prepare the roasted vegetables, combine bell peppers, 2 teaspoons oil, potatoes, shallots, and salt in a 13 x 9-inch baking dish. Bake at 400° for 45 minutes or until potatoes are tender, stirring occasionally.
Remove steaks from bag, reserving marinade. Sprinkle 2 teaspoons black pepper and salt over each side of steaks. Heat 1 teaspoon oil in a large nonstick skillet over medium-high heat. Add steaks, and saute for 3 minutes on each side or until the steaks are at the desired degree of doneness. Remove steaks from pan. Add reserved marinade to skillet, and boil 1 minute, scraping skillet to loosen browned bits. Stir in horseradish. Pour sauce over steaks and vegetables.