For the steak skewers: Assemble the marinade by combining the soy sauce, vegetable oil, horseradish, rice wine vinegar, ginger and honey in a bowl. Put the sirloin in a large ziptop bag and pour the marinade over the meat. Gently massage the meat and place in the refrigerator for a minimum of 1 hour.
In the meantime, prepare for the skewer assembly. Put the wooden skewers in a shallow bowl of water and soak for 1 hour. This will prevent burning on the grill. Discard the water after soaking.
Prep the scallions by slicing the white and light green parts into 1-inch pieces. Set aside for the skewers. Then, slice the dark green tops and set aside for the sauce.
For the horseradish sauce. In a mixing bowl, combine the mayonnaise, horseradish, hot sauce and Worcestershire. Stir in the salt, ginger and reserved scallion tops. This can be stored in an airtight container in the refrigerator. When ready to serve, pour the horseradish sauce in a small bowl and garnish with a few more pieces of scallions on top.
Preheat a grill or grill pan over medium-high heat. Spray with nonstick cooking spray.
Slide 4 to 5 cubes of beef onto each skewer, alternating with pieces of scallion (discard the marinade). Grill until browned and crispy, 3 to 4 minutes on each side. Serve warm alongside the horseradish sauce for dipping.