Season the steaks with salt and pepper. Let sit in the fridge uncovered for 3 hours or overnight.
Place 2 shrimps on each skewer and season with salt and pepper. Place them on a tray to take to the grill along with the steaks.
Preheat the grill to medium high heat. Place the steaks on the upper rack of the grill and let them cook on indirect heat for 8-10 minutes (you’re aiming for an internal temp of 120°F).
Meanwhile, add the melted butter, chives, garlic, horseradish, mustard, rosemary, salt and pepper in a bowl and whisk. Let sit for 5 minutes, stir again.
Once the steaks reach 120°F, remove them temporarily while you heat the grill to 400°F. Then place the steaks over direct heat, brush with the herb butter, and sear for about 1 minute per side. Transfer to a plate to rest.
Grease the grill grates, then place the shrimp on the grill. Brush with herb butter. Cook for 2-3 minutes, until opaque.
To assemble, place the steak on the serving plate. Stick a shrimp skewer into each piece of meat. Baste the whole thing with more herb butter. Serve immediately.