Combine olive oil, red wine, rosemary, vinegar, mustard, pepper, Worcestershire sauce, and garlic in a large plastic bag, add steaks and seal. Marinate overnight in the fridge.
Start your Grill on ''smoke'' with the lid open until a fire is established in the burn pot (3-4 minutes). Leave on ''smoke'' mode.
Remove steaks from the bag and discard marinade.
Place on the grates of your Grill and smoke for 40 minutes.
While the steaks are smoking, combine butter, parsley, and horseradish in a bowl. Set aside.
After 40 minutes of smoking, remove the steaks from the grill. Open up the flame broiler and crank up the temperature to ''HIGH''. Let the grill preheat for about 15 minutes. Return the steaks to the grates and sear both sides until the internal temperature reaches:
125F for rare,
130F for medium-rare
140F for medium,
160F for well done.
For medium rare steaks, this should take about 15 minutes.