Adapted from: Bon Appetit
3 8-ounce beef tenderloin steaks
3 tablespoons coarsely cracked black peppercorns
6 tablespoons mayonnaise
2 tablespoons spicy Dijon mustard
1 tablespoon prepared white horseradish, drained
12 mushrooms, thinly sliced
6 tablespoons fresh lemon juice
1 pound sliced bacon
12 thick slices country-style bread, toasted if desired
3 cups (packed) baby arugula
Coat steaks all over with pepper. Mix mayonnaise, mustard, and horseradish in small bowl for dressing. Cover steaks and dressing separately and refrigerate at least 30 minutes and up to 1 day.
Toss thinly sliced mushrooms and lemon juice in medium bowl to coat evenly. Sprinkle lightly with salt. Brush heavy large skillet generously with oil and heat over medium-high heat. Add steaks and cook to desired doneness, about 5 minutes per side for medium-rare. Transfer steaks to plate; let stand 15 minutes. Cook bacon in same skillet over medium-high heat until brown and crisp. Using tongs, transfer bacon to paper towels to drain.
Place six slices of bread on plates; spread with dressing. Slice steaks thinly and divide among bread slices. Top with bacon, mushrooms, and arugula. Cover sandwiches with remaining bread and serve.