Preheat oven to 400°F. Line a baking sheet with parchment paper.
Split each biscuit in half to make two rounds.
Spread horseradish sauce on each side.
Add roast beef and cheese to one side, then top with the other half and seal the edges.
Bake for 12–15 minutes or until golden and puffed.
While baking, prepare au jus according to the package.
Optional: brush biscuits with melted butter and sprinkle with parsley.
Serve warm with au jus for dipping.