24 hours before serving, pat the tenderloin dry with paper towel and season liberally on all sides with the dry rub.
Leave the tenderloin uncovered and place in the fridge overnight.
In a small bowl, the mayonnaise and horseradish. Cover and refrigerate until ready to use.
Add balsamic vinegar to a small saucepan and place over medium-high heat. Cook, stirring occasionally, until vinegar has boiled down and reduced by half, about 10 minutes. Remove from heat and store in an airtight container in the refrigerator until ready to use.
When ready to eat: An hour before cooking, remove the tenderloin from the fridge.
While the meat comes up in temperature, add applewood pellets to your Oklahoma Joe’s Rider 900 DLX and preheat to 500 degrees, making sure the heat baffle is set to “Sear.” Additionally, butter each ciabatta roll and set aside.
Add the tenderloin to the preheated grill. Close the lid and cook for 2 – 3 minutes before flipping and cooking for another 2 – 3 minutes for medium rare.
Remove the steak from the grill and immediately top with 2 tablespoons of butter and tent with foil. Allow steak to rest for 5 minutes.
While the steak rests, lower the temperature of the grill to 350 degrees. Place the sliced red onion rounds and buttered ciabatta rolls onto the grill. When bread is toasted, about 2 minutes, remove and set aside. Flip onions and cook for another 2 – 3 minutes, or until they are tender.
To assemble the sandwiches: Spread some horseradish mayo onto each side of the toasted ciabatta. Slice the rested steak and divide among the bottom of the rolls and sprinkle with the flaky sea salt.
Add the grilled onions, arugula leaves, crumbled gorgonzola, and a drizzle of the balsamic reduction before topping with the other half of the grilled ciabatta.