Hi Panther Dad, I can't imagine adding anything to a mozz or provolone, simply because of the hot water immersion that this cheese goes through. The horseradish though could be added to another cheese after the whey had been drained off and before pressing or moulding.
If you look at my fetta recipe you will see that I have added herbs and garlic and also the monteray jack I also added herbs and garlic too. This might give you some ideas about adding it to a more suitable cheese.
Was the one you tried commercially in a mozz or provolone?