I harvested and boiled some horseradish greens, today. I was expecting them to taste like cabbage! But, no. They taste very unique! They're good. They still taste a bit like good sandwiches, interestingly, but cooking for a good while did take the spiciness out. They're a touch bitter, but not nearly as severe as boiled arugula. It tastes minty. They retain significantly more texture than boiled spinach. All in all, I like it.
I'm guessing you could wrap things to grill in horseradish leaves.
There were aphids, caterpillars (small green ones), and caterpillar eggs on some of the leaves.