Prepare the sirloin by rubbing the steak with olive oil, fresh rosemary, salt and freshly ground black pepper. Cover and set aside.
Roast the red pepper by placing it directly onto the burner of a gas stove. Using a pair of tongs to turn it, cook on the flame until soft and nicely charred on all sides. If you do not have a gas stove preheat your oven to 200°C/390°F. Coat the pepper with olive oil, place on a baking tray and cook until soft.
Whilst the red pepper is roasting, combine the horseradish mayonnaise ingredients and refrigerate until needed.
In a small bowl, roughly mash the avocado with a fork, add a squeeze of lemon juice to it and season with salt and freshly ground black pepper.
Once the pepper is cooked, put it in a plastic bag and let it steam for about 10 minutes, then roughly peel the skin off, deseed and cut into wide strips. Season with salt.
Grill the sirloin in a smoking hot griddle pan, turning to cook on both sides to your preferred doneness (see cooking guideline above). Leave the meat to rest for half its cooking time before slicing it into slivers.
Time to build the sandwich layers… First slice of bread: Generously spread the tangy horseradish mayo onto the bread and top with red onion and roasted red pepper slices. Second slice of bread: Spoon the mashed avocado onto the second slice of bread and top with fresh wild rocket and slices of medium rare sirloin. Third slice of bread: Spread more horseradish mayo onto the last slice of bread. Assemble the sandwich layers and use a bamboo skewer to secure the stacks for serving.