In a large, shallow bowl or baking dish, whisk together 2 tbsp. EVOO, 1 tbsp. horseradish, 2 tsp. mustard and 1/4 tsp. salt. Add the steaks, turning to coat. Cover and refrigerate for at least 30 minutes or overnight.
In a small bowl, combine the sour cream, the remaining horseradish and mustard and 1/4 tsp. salt. Cover and refrigerate until ready to use.
Preheat a grill to medium; oil the grate. In a large bowl, toss the sweet potatoes with the remaining 1 tbsp. EVOO, salt and pepper. Grill the potatoes, turning once, until tender, about 10 minutes. Transfer to a plate and tent with foil to keep warm.
Increase the grill heat to medium-high. Add the steaks and grill, turning once, until medium-rare, about 5 minutes. Serve the steaks with the sweet potatoes and horseradish sauce on the side.