In a small bowl add the mayo, Dijon mustard, horseradish, lemon juice, and parsley. Stir until combined. Put it in the refrigerator until ready to use. This sauce is also known as a Rémoulade. (See note)
In a large bowl add the shredded cheese, minced jalapenos, salt and beef. Mix just until all the ingredients are combined. (See note)
If you are going to bake the sliders in the oven. You will want to preheat the oven to 350 degrees. Form about 8 patties and place on a baking sheet with a broil pan to allow any excess fat to drip away while cooking. (See note)
Bake for 8 minutes. Then turn on the broiler and broil for 2 minutes.
If you want to pan fry the patties then form the patties as described in step 3 and cook on medium high heat in a large frying pan for 2.5 minutes per side.
Placed cooked patties on the slider bun.
Add about 1 teaspoon of the rémoulade on the top side of the bun. Finish all the sliders with the rémoulade and enjoy!