Combine first 5 ingredients in a large shallow dish or zip-top plastic freezer bag; add steak. Cover and chill 8 hours, turning occasionally.
Meanwhile, prepare Horseradish-Lemon Dipping Sauce.
Soak skewers in water to cover 30 minutes.
Preheat grill to 350° to 400° (medium-high) heat. Remove steak from marinade, discarding marinade. Thread 1 steak slice onto each skewer.
Grill steak, in batches, covered with grill lid, 4 to 5 minutes on each side or to desired degree of doneness. Serve with Horseradish-Lemon Dipping Sauce.
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