Bring the water, 1 tablespoon butter, and 1/2 teaspoon salt to a boil in a heavy medium saucepan.
Gradually whisk in the polenta, parmesan and truffle oil. Reduce the heat to very low. Stir often until the polenta thickens, about 15 minutes (you may need to add a little more stock if it gets too think before its softened).
Pour the polenta into a greased 9 by 9-inch baking pan, spreading so that it is 1/3-inch thick. Cover and let stand at room temperature until set, about 15 minutes. Can be made and refrigerated one day ahead. Bring to room temperature or slightly warm before serving.
For the aioli, place all ingredients in a medium bowl and stir until combined. Cover and refrigerate until ready to use. Just before serving, taste and season with more pepper as needed. Put in piping bag for assembly. May be made one day ahead.
For the filet, sprinkle both sides of the steak with ample amounts of the spice rub. Add the olive oil to the skillet and then add the steaks. Sear each side until a nice char appears and the steak is medium-rare (125 to 130 degrees F), 5 to 6 minutes. Let the meat rest for 10 to 15 minutes. (Cooking will be a little more or less depending on the size of each steak).
To assemble, cut the polenta into 36 bite-size squares. Arrange the polenta squares on a platter. Pipe a bit of horseradish-dill aioli on each polenta square. Top with a slice of filet mignon. Top with an additional dot of aioli, and a chive snip.