Season the steak with salt, black pepper, garlic powder, and dried thyme. Let it sit for at least 30 minutes.
Mix mayonnaise, horseradish, mustard, and lemon juice in a bowl. Season with salt and pepper and refrigerate.
In a skillet, melt butter over medium heat and cook shallots until softened. Add vinegar and sugar, and caramelize.
Cook the steak to desired doneness, let it rest, then slice into thin strips.
Brush baguette slices with olive oil and toast until golden.
Spread horseradish sauce on crostini, top with steak and shallots.
Garnish with fresh thyme or parsley.