HEAT grill to medium heat.
COMBINE cheese, horseradish and 3 Tbsp. steak sauce; set aside. Mix turkey, bread crumbs, onion, garlic powder and remaining steak sauce just until blended; shape into 4 (1/2-inch-thick) patties.
GRILL patties 5 to 6 min. on each side or until done (165ºF). Top with cheese mixture; grill 2 min. or until melted.
SERVE in muffins topped with lettuce and tomatoes.