In a small bowl, combine the mayo, horseradish, vinegar, lemon juice, and salt. Stir and set aside, or refrigerate until ready to use.
Heat a skillet, preferably cast iron, over medium-high heat. Coat the fillets in olive oil, then season generously with salt and pepper.
Sear filet on each side until cooked to desired doneness.
Transfer filets to a plate and cover with foil. Let rest for at least 10 minutes.
When rest time is complete, slice into thin pieces against the grain. You can either lay the slices flat on a plate or thread them through small wooden skewers for serving as I did.
Top with a small dollop of the horseradish cream sauce. Garnish with rosemary and sprinkle with a little additional kosher salt prior to serving.
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