In a small bowl, combine ingredients for horseradish mayo, Cover and place in refrigerator until ready to make the rolls.
In a large saute pan over medium high heat, add butter. Once melted, add onions, Worcestershire sauce, salt, pepper, parsley and minced garlic. Stir to coat all with butter. Let saute for 3 minutes
Reduce heat to medium, add bratwurst on top of the onions. Pour in lager and cover pan. Let cook 10 minutes then turn over eat bratwurst. Then cook another 10 minutes.
Place grill pan over medium high heat. Split each roll and spray with cooking spray. Place each on hot gill pan and toast to desired doneness.
To build the roll - smear one side of roll with horseradish mayo. Then top with caramelized onions and a bratwurst. Then drizzle with mustard.