Preheat an outdoor grill for high heat and lightly oil grate.
In a small bowl, mix brown sugar, lemon juice and prepared horseradish.
Heat the brown sugar mixture in the microwave on high heat 1 minute, or until warm.
Score both sides of ham slices. Place on the prepared grill. Baste continuously with the brown sugar mixture while grilling. Grill 6 to 8 minutes per side, or to desired doneness.