I've only done this once a while back, but I would put the horseradish on then smoke at 250 until done (120 - 130). Optionally, you could crank the heat to 500 once the IT gets to about 115, but be careful not to overcook.
I just made a prime rib for Christmas day and it came out very good, with a crisp, flavorful crust. I mostly followed Meathead's recipe. I smoked the roast in my Smokin-it until the internal temperature reached 115, then I "reverse seared" it in a cast iron pan on the stove in the house, (and filled the house with smoke!), then finally returned it to the smoker until the internal temperature reached 135.