Preheat the grill to medium-high heat.
In a small bowl, combine the olive oil, garlic, rosemary, thyme, salt, and pepper.
Place the steaks in a shallow dish and pour the marinade over them. Turn to coat evenly and let marinate for 15 minutes.
In a separate bowl, combine the horseradish and sour cream. Mix until well combined.
Place the steaks on the preheated grill and cook for 8 to 10 minutes, flipping once, until the steak is cooked to your desired doneness.
Serve the steaks with the horseradish sauce. Enjoy!