For the prime rib:

Pat the prime rib dry and wrap it with twine if your butcher hasn't already done so.

Dry brine the meat by covering prime rib liberally with kosher salt. Brine for 8-12 hours in the refrigerator.

Remove from refrigerator and apply a generous amount of pepper evenly over entire prime rib.

Turn the pellet grill to high smoke setting. After 15 minutes, place the prime rib on the grill, unwrapped, and insert meat probe. Let it cook until internal temperature reaches 110° F. At that point, turn the smoker to 400° and finish cooking until the internal temperature reaches 125° F.

Remove the meat from the grill and wrap in foil. Make sure the bottom strip of foil folds around the meat, forming a sort of container to trap the juices. Let the prime rib rest for 15-20 minutes so the temperature will rise another 10-15° and the juices will settle.

After the rest period, unwrap the top foil. Pour the juices from the bottom foil into a bowl or cup. Slice and sprinkle with a pinch of kosher salt and serve with some of the reserve juices.

For the Horseradish sauce:

Mix first 4 ingredients and add lemon and salt to taste. Add more horseradish if more heat is desired.