Preheat the oven to 325 degrees F.
Prepare the sauce: In a small bowl, whisk together all the sauce ingredients. Cover and place in the refrigerator, until ready to use.
Pour 3 tablespoons of melted butter over the tenderloin and rub it in on all sides. Generously season with the Original seasoning, or your preference. Finish with a light coating of the coarse pepper. Let rest about 30 minutes on the counter, to warm slightly.
In a deep Dutch Oven, or foil pan, add the remaining 3 tablespoons butter and beef broth. Lay the tenderloin in the pan. The broth should just reach slightly up the tenderloin. Add more broth, if needed.
Cover and bake for about 30 minutes, or until the internal temperature of the tenderloin reaches 110 degrees F. *Note: this method can also be done outside in a Dutch oven, please see video for instructions.
Remove the tenderloin from the pan and place on a hot grill for about 2 to 3 minutes per side, or until the internal temperature reaches about 125 degrees F. Remove and let rest for a few minutes.
Cut into about 1 ½ -inch steaks, drizzle with the leftover juices from cooking and Horseradish sauce. Serve.
Alternately, you can use the steak searing method:
After letting the tenderloin rest after seasoning, cut out about 1 ½-inch steaks from the loin.
Melt 3 tablespoons of butter and 2 tablespoons of olive oil in a cast iron skillet over medium- high heat.
Add the steaks to the skillet and cook for about 2 minutes per side, then roll around the edges until the steaks get a good sear and reaches about 125 degrees F. Remove and let rest.
Meanwhile, return to the hot skillet and add the Horseradish sauce, stir to deglaze and mix well. Serve with the steaks.