In a small bowl, mix mayonnaise, lemon juice, horseradish, and mustard; season with salt and pepper.
Make Ahead: Horseradish mayo can be made 1 week ahead. Store in an airtight container and refrigerate.
Arrange rack in center of oven; preheat to 400°. Line a large baking sheet with foil or parchment. Using your fingers, split biscuits in half so you have 16 thin rounds. Gently stretch each biscuit so they’re about 4" in diameter.
Place 8 biscuits on prepared sheet. Spread 1 to 2 tsp. horseradish mayo on each. Top each biscuit with roast beef, followed by 4 pieces of provolone, slightly overlapping the cheese so it fits on top of beef. Spread 1 to 2 tsp. horseradish mayo on remaining 8 biscuits, then place on top of cheese (mayo side down) to form sandwiches. Pinch top and bottom biscuits together at several points around sandwich to seal. Brush tops with 1 Tbsp. butter.
Bake sandwiches until biscuits are golden and cheese is melted, 15 to 18 minutes.
Meanwhile, prepare au jus according to package directions.
Transfer sandwiches to a platter. Brush with remaining 1 Tbsp. butter. Top with chives (if using), gently pressing to adhere if needed, and sea salt. Serve with au jus alongside.
