Whisk together mayonnaise, horseradish and mustard. Set aside.
Pat steak dry with paper towel. Season steak all over with rosemary, salt and pepper. Grill steak, on BBQ preheated to medium, for 4 to 5 min. per side for medium-rare, or cook to preferred doneness. Let rest for 10 min. Slice thinly across the grain.
To assemble, brush baguette sections with the horseradish mayo. Layer on steak slices, tomato and arugula. Close sandwiches to serve.
Add your favourite cheese for a more decadent sandwich.