To prepare sauce, combine the first 6 ingredients in a small bowl; stir with a whisk. Cover and refrigerate.
To prepare croquettes, combine flour and next 6 ingredients (through egg white) and 3 tablespoons breadcrumbs. Divide mixture into 4 equal portions, shaping each into a 1/2-inch-thick patty. Refrigerate for 1 hour. Place remaining 2 tablespoons breadcrumbs on a plate; dredge patties in breadcrumbs.
Heat a large nonstick skillet over medium-high heat. Coat pan with cooking spray. Add patties to pan; cook 9 minutes on each side or until golden. Serve with sauce.
Wine note: Look for a crisp American pinot grigio to serve with these croquettes. Estancia Pinot Grigio 2006 ($12) is bolder than most Italian versions, with acidic verve and a little fizz that smooths out the horseradish sauce. The wine's green apple flavor and citrus acidity marry well with the dish's zesty lemon and herbal notes. —Jeffery Lindenmuth