Why does horseradish paste "curdle" when cooked?
Not sure what else is in your marinade that could be reacting to the horseradish, but since it's an imitation wasabi paste it may have things like corn starch or arrow root in it which will clump if not mixed well and then heated. You might want to just try whisking the heck out of it while it's cooking or using an immersion blender on it when it's done.