Preheat the oven to 425°F and position a rack in the center.
To make the horseradish spread, heat the vegetable oil in a small skillet over medium heat. Add the garlic and shallot and sauté just until the shallot is soft and translucent. Transfer to a small bowl and add the sour cream, horseradish and mayonnaise. Mix well.
Place a baking sheet (avoid nonstick) in the oven to preheat while you prepare the sandwiches.
Lay 4 slices of bread on a flat surface and spread each piece with about 2 teaspoons of the horseradish mixture. Add a slice of cheese, a slice of onion and several slices of roast beef. Top with the remaining slices of cheese.
Spread the rest of the horseradish mixture on the remaining 4 slices of bread and finish the sandwiches. Press down on each lightly, then brush the tops with half of the melted butter.
Remove the preheated baking sheet from the oven. Place the sandwiches, buttered side down on the hot sheet. Brush the other side with the remaining butter.
Bake for about 8 minutes, until the sandwiches are toasted and golden brown, turning once.
Tips for Making This Recipe
For best results, keep a close eye on the sandwiches to be sure they don't get overly brown.