Preheat oven to 325 degrees Fahrenheit.
Heat 2 tablespoons olive oil in a large pan over medium heat and add the sliced onions.
Cook onions, stirring occasionally, until soft and caramelized, about 30-40 minutes.
Place leftover prime rib in an oven-safe pan and heat in the oven for 15-20 minutes.
Remove steak and slice thinly.
Cut the baguette into 4 equal pieces and slice each piece lengthwise.
Lay the bottom halves on a baking sheet and top each with two slices of provolone cheese.
Place under the broiler for a few minutes until the cheese melts, watching closely to prevent burning.
Build each sandwich by layering warm steak slices, a handful of arugula, caramelized onions, and then 1-2 tablespoons of horseradish cream sauce.
Mix all horseradish cream sauce ingredients in a bowl until well combined.
Serve sandwiches immediately and enjoy.