This is an updated version of James Beard's "cocktail hamburgers." You can marinate the beef two days before the party and mix the horseradish cream the day before. Assemble sandwiches, as we have; or have the beef on a platter, the rolls in a basket, and the horseradish cream in a bowl, and let your guests make their own.
30 (1 1/2-ounce) sandwich rolls, cut in half horizontally
How to Make It
To prepare cream, combine first 4 ingredients. Cover and chill.
To prepare tenderloin, secure tenderloin at 1-inch intervals with twine. Combine tenderloin, shallots, and the next 6 ingredients (through garlic) in a large zip-top plastic bag; seal. Shake to coat tenderloin evenly with cognac mixture. Marinate in refrigerator at least 2 hours, turning bag occasionally.
Preheat oven to 450°.
Remove tenderloin from bag; discard marinade. Sprinkle tenderloin evenly with salt. Place tenderloin in a shallow roasting pan coated with cooking spray. Bake at 450° for 40 minutes or until medium-rare or desired degree of doneness. Let stand 10 minutes before slicing. Cut tenderloin crosswise into thin slices. Spread 1 1/2 teaspoons cream on bottom half of each roll; top each roll with about 1 ounce beef and top half of roll.