Heat the grill to high. Toast the ciabatta halves for 2 minutes on each side, until light golden. Set aside.
Heat a griddle pan (or barbecue) to medium-high then cook the sirloin for 2-3 minutes each side, or until done to your liking. Remove from the pan and let rest for 10 minutes before finely slicing.
Meanwhile, mix together the horseradish, mustard and mayonnaise.
Spread the bottom half of the ciabatta with most of the horseradish mixture.
Top with a few rocket leaves and the steak slices. Spoon over the remaining horseradish mixture and top with the other ciabatta half.
Secure with cocktail sticks and cut into 8 mini sandwiches.