Heat the olive oil in a medium saucepan or skillet over medium heat. Add the shallots and sweat until translucent. Add the garlic and cook, stirring, for 1 minute. Add the heavy cream and reduce about 5 minutes. Stir in the horseradish and dill, take off the heat and finish with the lemon juice. Add salt to taste.
Use as desired; we recommend using it to cook or finish fish such as salmon.
Use the smaller amount of horseradish if you want just a hint of it, and the larger amount if you want a bold horseradish flavor.