Preheat the grill.
Mix the mustard, horseradish, and honey in a bowl.
Rub the salmon with oil and season with salt and pepper.
Grill the salmon over moderate heat, skinned side down, until lightly browned, about 3 minutes. Turn and grill for 3 minutes longer, until the salmon is almost cooked through.
Turn the salmon again and spread each fillet with 1 tablespoon of the horseradish glaze. Turn and grill until glazed, about 30 seconds.
Serve the remaining glaze on the side.