Heat grill to high. Rub a New York strip steak with crushed black pepper. Grill steak to desired doneness—about five minutes for rare (internal temperature of about 130 degrees) to eight minutes for well-done (160 degrees). Let steak rest before slicing. Arrange vegetables on four dinner plates. Spray lightly with olive oil and vinegar or use a light bottle vinaigrette dressing. Slice steak on a diagonal, trimming any fat. Divide equally among salad plates. Top with an herbed horseradish cream sauce or the dressing of your choice.