COOK IT.
SMOKY AU JUS: Preheat your pellet grill to 250°F.
Smoke the sliced onion on your grill for 1 1/2 hours. Meanwhile, in a small pot, combine broth, garlic, pepper, bay leaf, thyme, and 2 tsp of salt. Bring to a boil, then add your slurry. Reduce heat and simmer for 10 minutes. Strain solids and keep warm to serve later.
CREAMY HORSERADISH SPREAD: In a small bowl, whisk together sour cream, horseradish, mayo, Worcestershire, and remaining 1 tsp salt until combined well. Refrigerate. Optional: add to squeeze bottles for easy slider assembly.
SLIDER TIME: Preheat a gas griddle to medium heat. Cut your rolls in half to create tops and bottoms, while leaving the sliders connected to each other.
Griddle the brisket until hot, then toast the rolls in butter on the griddle until golden brown.
Spread creamy horseradish sauce on top and bottom of the toasted rolls.
Place brisket evenly on the bottom half of the rolls, then top with cheese.
Add top half of rolls to bottom and place a pick through each roll before cutting into individual sliders. Serve while hot!