Season the lamb with salt and pepper and rub with olive oil. Lay out on a heat-proof baking sheet. Let the lamb chops come to room temperature.
Make the sauce by adding the yogurt, pinch of sea salt, 2 tablespoons prepared horseradish, ¼ teaspoon lemon zest and 2 tablespoons minced chives. Season with salt and pepper.
Broil the lamb chops for about 3 minutes on each side. (Or you can also heat 2 tablespoons of olive oil and saute for 3 minutes each side in a pan on the stove).
Serve with the horseradish yogurt sauce and enjoy.