Slice buns lengthwise and open like a book. Place the bottom half in a 9x13 foil pan or freezer safe casserole dish.
Mix together mayonnaise and horseradish in a small bowl. Spread over the bottom half of the buns. Layer ½ the cheese, then roast beef, then fried onions, then the remaining half of the sliced cheese. Replace “lid” on the buns.
In a small bowl mix together melted butter, ½ packet of au jus mix, and 1 tsp. Worcestershire sauce. Brush over the buns and sprinkle with sesame seeds.