Preheat a grill to medium-high heat.
Season both fillet and mushroom with a heavy shake of seasoning and then place both on grill; grill until desired degree of doneness. Transfer to a serving plate.
While fillet is on the grill, combine horseradish cheese, horseradish, heavy cream, beer, 1/2 of the green onions, and 1/2 of the carrots in a medium saucepan over medium heat. Stir until creamy and heated through. Pour sauce over fillet on plate. Sprinkle chopped peanuts and remaining green onions and carrots over top. Serve with the grilled mushroom.