Be sure to use the firm, Chinese-style tofu rather than the soft or regular tofu. It tastes best after it has been marinated for several days. PREPARE A FIRE if you are grilling the tofu, and grill it on both sides, about 6 inches above the coals, until it is well-browned and a little crispy. Otherwise, broil the tofu on both sides. Spread the bread with mayonnaise and horseradish to taste. Slice the tofu in half, crosswise, to make pieces 1/2-inch thick, and cut the pieces to fit the bread. Arrange the tomato slices on the tofu, and salt and pepper them; add the onion if you wish. Cover with the lettuce and the top piece of bread.