In a blender or food processor, purée horseradish, onion, balsamic vinegar, oil, rosemary, and garlic. Add salt and pepper; blend.
Place each salmon fillet in centre of a piece of heavy-duty aluminium foil sprayed with olive oil. Spoon 2 tablespoons horseradish mixture over each fillet. Bring up edges of each piece of foil and seal, leaving a little space for expansion of steam.
Place foil packets in centre of cooking grate. Grill 6 to 10 minutes or until fish is opaque and flesh flakes easily with a fork.