Preheat oven to 400ºF. Line a baking sheet with parchment paper.

Separate each biscuit into two layers. Spread each layer with horseradish sauce. Top half of the biscuit layers with provolone cheese slice and roast beef. Top meat and cheese with remaining biscuit layers and pinch edges to seal. Place on the prepared baking sheet.

Bake for 12 to 15 minutes, until golden brown.

While biscuits are baking, prepare Au Jus Gravy mix according to package directions.

Brush baked biscuits with melted butter and sprinkle with dried parsley, if desired.