Preheat oven to 300˚F.
For the Russian dressing, in a medium bowl, whisk to combine the mayonnaise, ketchup, onion, dill pickle and juice, horseradish (if using), hot sauce, Worcestershire sauce, and paprika. Season with salt and pepper. Use immediately or store in the refrigerator in an airtight container for up to 1 week.
For the sandwich, in a large skillet, heat the olive oil over medium heat. Add the onion and a pinch of salt. Cook, stirring occasionally, until the onion is soft and well caramelized, about 5 minutes. Reduce the heat to low to keep warm while you prepare the sandwiches.
On a parchment paper-lined baking sheet, divide the brisket into four sandwich-size piles, top each pile with two slices of cheese, and place in the oven to warm and melt.
Meanwhile, set a large skillet or griddle over medium heat. Butter one side of each piece of bread and place it butter-side down on the skillet. Toast until golden brown, about 1 minute. (You might have to toast the bread in batches.)
When the cheese has melted and the brisket is warm, assemble the sandwiches by spreading Russian dressing on four slices of toast and topping with the onions, brisket with cheese, and finally a second slice of bread, toasted-side up.
Serve with a giant kosher dill pickle.
Michael Symon’s Playing With Fire: BBQ and More from the Grill, Smoker, and Fireplace by Michael Symon and Douglas Trattner. Copyright © 2018 by Michael Symon and Douglas Trattner. Used with permission by Clarkson Potter. All rights reserved.
Aaron McCargo, Jr.'s BBQ Brisket Quesadillas