In a shallow dish, soak skewers in water for at least 20 minutes.
Preheat a griddle, grill, or grill pan.
Thread 1 slice of meat carefully onto each skewer by pushing it through about 1/2 an inch from the bottom and threading though 1/2 inch from the top, like youre sewing. Repeat with the rest of the meat. Drizzle skewers with EVOO and season with salt and pepper.
Cook on the preheated griddle, until desired doneness, 1 minute on each side for medium-rare. Just before you take them off the griddle, brush each side with Worcestershire sauce.
While the steak is cooking, combine sour cream, prepared horseradish, chives, breadcrumbs and applesauce in a medium bowl. Mix and season with salt and pepper.
Serve Mini Steak on a Sticks on a platter with the Horseradish Dipping Sauce alongside.