Pre-heat the oven to 390F/200C. Place the mushrooms on a baking tray, drizzle with olive oil and bake for about 10 minutes.
Meanwhile, make your horseradish sauce. For each 4 sliders, mix about 2 teaspoons horseradish cream with 2 teaspoons yoghurt or sour cream and 1 teaspoon mayonnaise. Adjust to taste.
Lightly toast your bread rolls, then layer up your ingredients: a layer of spinach/lettuce followed by a mushroom, slice of cheese & slice of beetroot. Finish with a little of the sauce (I put some on top of the beetroot and spread a little more onto the roll).