Mix all the ingredients for the batter together but try not to over mix. Leave to rest for at least 30 minutes.
To make the horseradish cream, add the horseradish sauce to a bowl with the cream cheese and a pinch of salt. Mix well to combine and add a squeeze of lemon juice.
If you are cooking the fillet steak from scratch, season and oil it generously and place on a dry pan on high heat, for about 2 minutes per side and another minute for the edges. Allow to rest for at least 10 minutes before slicing thinly.
Preheat the oven to 200 degrees fan.
Place a teaspoon of oil in each muffin tray, and heat until very hot. Pour the batter into each and cook for about 15 minutes until golden brown and risen.
Slice the beef thinly and lay on top of each Yorkshire pudding. Top with rocket and a small dollop of horseradish cream.
