Heat the tortillas according to the package instructions. Rinse, halve and cut the peppers into strips. Rinse and quarter the radishes. Peel the cucumber and halve lengthwise, removing the seeds and cutting into sticks.
Rinse and drain the lettuce, chopping smaller if necessary. Mix the cream cheese and horseradish. Season with lemon juice, salt and pepper. Spread the mixture onto the slightly cooled tortilla and top with the lettuce. Arrange the vegetables and fold into a wrap. Serve immediately.