Toast the sourdough and stir the mayonnaise with horseradish.

Spread the mixture on one side of every toast slice.

Divide half the roast beef, cheddar and arugula over two slices and top with two more toast slices spread-side up.

Add the remaining beef and drained pickled onions, then close with the last toast spread-side down.

Secure with toothpicks, quarter each sandwich and serve.