Preheat grill for 10 minutes.
In medium mixing bowl, combine ground beef, steak sauce and seasoned salt.
Shape into 12 thin oval patties, each about 6 inches long.
In small bowl, blend cream cheese, horseradish and mustard.
Spread about 1 tablespoon in center of each of 6 patties.
Top with remaining patties.
Press edges to seal.
Grill at MEDIUM with hood closed until burgers feel slightly firm,10 to 14 minutes, turning over once.