Preheat grill to medium-high. Season salmon steaks with 1/2 tsp. salt and 1/4 tsp. pepper. In a bowl, combine dill, horseradish, vinegar, 2 Tbsp. oil, 1 Tbsp. water and 1/4 tsp. each salt and pepper.
Oil grill grates. Grill fish, turning once, until medium-rare, 8 to 10 minutes. Whisk vinaigrette, spoon over salmon and serve.