Prepare the caramelised onion by heating olive oil in a fry pan over medium heat. Add onions and salt and turn the heat to low - you don't want your onions to burn.
Gently saute onions for 25-30 minutes until they are soft and browned. If the pan becomes too dry throughout this process, add one teaspoon of water to loosen any stuck bits.
Once desired colour is reached, sprinkle over sugar and balsamic vinegar. Cook for a further three minutes to melt sugar and vinegar into onions. Remove from heat and set aside to cool slightly.
Rub olive oil over each side of your steak, and sprinkle with salt. Heat a grill or fry pan over high heat. Once hot, add steak and grill for three minutes each side for medium rare, longer if you'd prefer your steak more cooked. Set aside on a plate for five minutes to rest before slicing thinly.
To assemble your sandwich, divide one tablespoon of horseradish cream on the top and bottom halves of your toasted sesame bagel. On the bottom half, layer sliced of steak, caramelised onion and rocket, followed by the top of the bagel. Slice bagel in half for easy eating.