Trim any fat from steaks; halve steaks crosswise. Lightly brush steaks with oil; sprinkle with salt and pepper. Grill on the rack of an uncovered grill directly over medium heat for 3 to 4 minutes per side or until desired doneness.
Meanwhile, for horseradish sauce, in a small bowl combine sour cream, horseradish mustard, and snipped fresh dill; set aside.
Remove steaks to a platter. Lightly brush each side of bread with olive oil. Grill bread 1 minute per side. Serve steaks on grilled toast with horseradish sauce. Top with fresh dill sprigs and additional salt and pepper.