1. Heat grill to medium heat.
2. Grill steak 3 min. on each side. Brush with half the A.1. Sauce. Grill 4 to 5 min. or until medium doneness (160°F), turning and brushing occasionally with remaining A.1. Sauce.
3. Transfer steak to cutting board; cover. Let stand 5 min. Meanwhile, mix mayo, dressing and horseradish until blended.
4. Cut steak across the grain into thin slices. Cover platter with lettuce; top with tomatoes, onions and meat. Drizzle with mayo mixture; sprinkle with cheese.
6 servings, 2 cups each