Make the horseradish crema: Peel horseradish with a vegetable peeler and coarsely grate. Combine grated horseradish with sour cream, Dijon, chives and dill in a medium bowl and mix well. Season crema with lemon juice and salt to taste. (Crema can be made in advance; chill until you are ready to serve.)
Heat grill to medium-high heat if you are using gas; if you have a charcoal grill, you want a nice hot bed of coals.
Coat fish well with olive oil and season with salt. Set fish on the grill skin side down and cook, covered, until the flesh of the fish begins to turn opaque and the skin is crisp, 3 to 5 minutes. Use a grill spatula to carefully flip the fish and finish cooking to medium, about 2 minutes more.