Combine garlic, thyme and pepper; press evenly onto beef Tenderloin Steaks.
Place steaks on grid over medium, ash-covered coals. Grill, covered, 10 to 14 minutes (over medium heat on preheated gas grill, 11 to 15 minutes) for medium rare (145°F) to medium (160°F) doneness, turning occasionally.
Meanwhile, combine Horseradish Cream ingredients in small bowl; cover and refrigerate until ready to use. Season steaks with salt, as desired. Serve with Horseradish Cream.
Nutrition information per serving: 207 Calories; 90 kcal Calories from fat; 10 g Total Fat; 4 g Saturated Fat; 3 g Monounsaturated Fat; 77 mg Cholesterol; 71 mg Sodium; 2 g Total Carbohydrate; 0.4 g Dietary Fiber; 25 g Protein; 1.8 mg Iron; 7.3 mg NE Niacin; 0.6 mg Vitamin B6; 1.4 mcg Vitamin B12; 4.6 mg Zinc; 30 mcg Selenium;