Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a small bowl, whisk together the mayonnaise, sugar-free Worcestershire sauce, sugar-free ketchup, sweetener, and horseradish sauce to make the Russian dressing.
Divide the shredded Swiss cheese into 8 equal piles on the parchment-lined baking sheet, spacing them out to form circles.
Bake the cheese piles for 5-7 minutes until the edges are golden brown and crisp; remove from oven and let sit for 1 minute.
Lay a slice of corned beef over each cheese round.
Top each beef slice with a tablespoon of drained sauerkraut and a drizzle of the prepared dressing.
Carefully roll each patty tightly while the cheese is still pliable.
Allow to cool slightly so the cheese sets into a crispy shell; serve immediately.