Combine sour cream, mayonnaise, horseradish, chives, mustard, lemon juice and 1/2 teaspoon salt in small bowl.
Season beef with remaining salt and the pepper. Heat oil in nonstick skillet. Add steaks; cook 1 to 2 minutes per side, depending on thickness, until cooked through.
Place lettuce leaf on bottom half of each roll; add steak; top with cucumber, peppers and horseradish sauce. Place the top on each roll. Makes 4 sandwiches.