Step 1
Prepare a barbecue for medium-high cooking over indirect heat. For a gas barbecue, heat one burner on high and leave other burner(s) off. For a charcoal barbecue, build fire on one side of charcoal grate, leaving other side of barbecue empty.
Step 2
Brush eggplant with 2 tbs oil and season with salt and pepper. Cook on barbecue over lit side for 4 mins each side or until caramelised and tender. Transfer to a plate.
Step 3
Brush steaks with 1 tbs oil and season with salt and pepper. Cook on barbecue over lit side for 2 mins each side for medium-rare or until cooked to your liking. Set aside for 5 mins to rest.
Step 4
To make horseradish sauce, combine the mayonnaise, sour cream and horseradish cream in a small bowl. Season with salt and pepper.
Step 5
Brush cut sides of bread with the remaining oil. Cook on the barbecue over lit side for 2 mins or until toasted.
Step 6
Spread horseradish sauce onto cut sides of bread. Place the cheese over bottom halves and transfer to unlit (empty) side of barbecue. Cook with lid closed for 5 mins or until cheese melts. Transfer to a clean work surface. Top with the steak, eggplant, tomatoes, rocket and top halves of bread. Slice in half crossways to serve.