Place roast on rimmed baking. In small bowl, stir oregano, salt, garlic powder, black pepper, cayenne pepper and paprika; rub on all sides of roast. Cover and refrigerate at least 2 hours or up to overnight.
In medium bowl, stir sour cream, mayonnaise and horseradish; cover and refrigerate. Makes about 1 cup
Prepare outdoor grill for indirect grilling over medium-high heat. Place roast over unlit side of hot grill rack; cover and cook 1 hour 20 minutes or until internal temperature reaches 135° for medium-rare, turning occasionally. During last minute of cooking, place rolls, cut side down, on hot grill rack; cover and cook 1 minute or until toasted. Transfer roast to cutting board; loosely tent with aluminum foil and let stand 10 minutes. (Internal temperature will rise to 145° upon standing.) Thinly slice roast against the grain.
Spread sour cream mixture on cut sides of rolls; serve roast in rolls topped with onion garnished with pickles, if desired. Makes 8 sammies.