Preheat oven 450°F.
Arrange the tenderloins on a roasting pan or heavy-duty cookie sheet. Drizzle EVOO over both tenderloins and generously sprinkle steak seasoning all over the beef, patting it down to makes sure it sticks.
Cook for 15 minutes at 450°F, then turn the oven down to 350°F for 30 minutes or until a thermometer inserted into the beef reads 140°F. Let tenderloins rest for 15 minutes before slicing.
For the sauce: Add sour cream, horseradish, mustard, chives and a little salt and pepper to a bowl. Stir to combine.
Slice some of the beef and leave the knife on the platter so guests can slice their own. Serve with rolls and the horseradish cream and chive sauce in a bowl alongside the beef.