To make pepper mixture combine black and white peppers, cayenne, and marjoram. Cover tightly and store in a cool place. Use to season red meats and game before cooking.
Heat 1 tablespoon oil in a small ovenproof saute pan over medium heat. When hot, add garlic cloves and saute for 4 minutes or until golden brown. Place in preheated 350 degree oven and roast for 10 minutes, stirring occasionally to prevent burning. Remove from oven. Remove garlic from pan and cool. Set aside until ready to use.
Place remaining 1 tablespoon oil in a large saucepan over medium heat. When hot, add mushrooms and saute for 1 minute. Add shallots, lamb bones, and pepper and saute for 1 minute. Add thyme, chicken stock, and demi-glace and bring to a boil. Skim off scum. Lower heat and simmer for 20 to 30 minutes or until sauce is reduced by one-third. Remove lamb bones and strain into a small saucepan. Add roasted garlic and grated horseradish. Bring to a boil. Remove from heat. Let sauce sit for 5 minutes to capture as much flavor from the garlic and horseradish as possible. Season with salt and lemon juice. Keep warm until ready to serve.
Preheat grill. Make sure grates are clean and lightly rub or brush with oil. Brush chops with 3 tablespoons peanut oil and season to taste with salt and pepper mixture. Grill chops about 2 minutes or just long enough to mark one side. Turn chops and cook for about 2 minutes longer for medium-rare. Increase cooking time slightly for medium doneness. Remove chops from grill.
Spoon Roasted Garlic Horseradish Sauce over the bottom of 4 warm dinner plates. Place 4 grilled lamb chops along the top of each plate, bones to the center. Garnish plates with sprigs of marjoram. Serve immediately.