Lay one sheet of puff pastry on a cutting board and spread it with 1 Tbsp. of cream-style horseradish.

Distribute the remaining ingredients across the pastry, in the following order: 1 cup Gruyere, 1/3 cup caramelized onions, half of the crumbled bacon. Place a piece of plastic wrap on top of the pastry and press down gently to compact layers.

Starting at the end closest to you, tuck and roll the pastry until you reach the center of the sheet. Roll the opposite end toward the center until the two rolls meet. Dab a few drops of water onto the pastry if the rolls won't stick together in the center.

Repeat the process with the second sheet of puff pastry and remaining ingredients.

Wrap the pastry rolls in plastic wrap and refrigerate (at least 1 hour) or freeze (30 min) until firm. Unwrap and cut with a sharp knife into 1/4-inch thick slices, about 24 per roll.

Preheat oven to 425 degrees F. Place sliced palmiers 1 inch apart on parchment-lined baking sheets. Bake until golden and flaky, 12-14 minutes, rotating pans halfway through (Bake time will depend on how cold your pastry is before going into the oven).

Let rest 2-3 minutes and loosen palmiers from parchment with a thin metal spatula. Transfer to a wire rack to cool slightly. Serve warm.