While roast beef is more traditional, this take on the Danish version substitutes grilled steak. An inexpensive flank will do, as long as it isn’t overcooked and is sliced against the grain.
1-lb flank steak
Salt and pepper
2 cups vegetable oil
3 large shallots, peeled
3 tbsp all-purpose flour
1/2 cup finely grated horseradish
1/2 cup mayonnaise
2 tbsp lemon juice
6 slices dark rye bread
Butter, as needed
1 small bunch watercress
1/4 cup sliced cornichons or small pickles
Cracked black pepper
To cook the steak, preheat a grill or frying pan on medium-high heat. Season the flank steak generously with salt and pepper, rub both sides with 1 teaspoon of vegetable oil and grill for 5 minutes per side for medium-rare. Cover and let rest.
To prepare the crispy shallots, slice the shallots thinly into rounds and toss with the flour. In a saucepan, heat the remaining oil on medium heat to 350 F or until a slice of shallot sizzles nicely. Fry the shallots in batches for 2 to 3 minutes or until golden and crispy. Pat dry with a paper towel and season lightly with salt.
For the sauce, mix the horseradish, mayonnaise and lemon juice in a small bowl.
Spread the bread slices with butter and horseradish mayo. Place some watercress on top. Slice the steak thinly and divide it between the sandwiches. Garnish with cornichons, horseradish, black pepper and shallots.