Horseradish is a classic pairing with beef. In this version, a room-temperature (or cold) beef tenderloin makes the perfect centerpiece for a buffet table, accompanied by a cool, creamy dill sauce. Save any leftover sauce for roast beef sandwiches.
Pulse the scallions and dill in a food processor until finely chopped. Add the olive oil, horseradish, Worcestershire sauce, lemon juice, 1/2 tsp. salt, and 1/2 tsp. pepper and pulse until just blended.
Transfer to a bowl, stir in the sour cream, and then fold in the egg. Refrigerate for at least 1 hour to let the flavors meld. Season to taste with more salt, pepper, lemon juice, or Worcestershire.
Fold the thinner end of the tenderloin under to create an evenly thick roast; secure with twine. Rub the beef all over with 1 Tbs. salt. Wrap it in butcher paper or plastic wrap, put it on a platter or rimmed baking sheet, and refrigerate for at least 2 hours.
Remove the beef from the refrigerator and let sit for about an hour before roasting. Meanwhile, position a rack in the center of the oven and heat the oven to 240°C.
In a small bowl, combine the mustard, Worcestershire sauce, garlic, honey, soy sauce, thyme, and a few grinds of pepper; set aside.
Heat a flame-proof roasting pan over medium-high heat, using 2 burners if necessary. Add the oil, swirling the pan to coat, and then add the beef. Cook, turning with tongs, until well browned on all sides, about 12 minutes total. Transfer to a cutting board; wipe out the pan.
Brush the glaze over all of the beef, return it to the roasting pan, and roast to an internal temperature of 120°F for rare, 16 to 20 minutes, or 125°F for medium rare, 22 to 26 minutes. Transfer to a cutting board, tent with foil, and let rest. If serving at room temperature, slice the tenderloin 1/2 inch thick and pour any juice that has accumulated over the sliced beef, if you like. If serving cold, wrap the tenderloin in plastic wrap once it has cooled and refrigerate it for up to 24 hours.
The sauce can be made up to 2 days ahead and refrigerated. Let it sit at room temperature for at least 15 minutes before serving, as cold can mute flavors. Season again just before serving.
The tenderloin can be tied and salted up to 2 days ahead; keep it wrapped in butcher paper or plastic in the refrigerator.