1. Preheat oven broiler. Cut the pepper into half and remove stem, seeds and membranes. Place red peppers, cut sides down, on a baking sheet and broil. When tops of the peppers darken, remove from the oven and let cool. Once the peppers are cool enough to handle, peel the skin off.
2. Cook rice according to the package directions. Transfer the rice into a bowl. Add soy sauce and cornstarch, and mix to combine. Divide the rice into 4 and shape each into a ball.
3. Prepare 2 sheets of parchment paper (6x6-inch). Put one of the rice on the center of one parchment paper. Place the other parchment paper to cover. With your palm, press the top to flatten to about 4-inch round. Remove the top of the parchment paper and carefully slide the rice into a plate or cutting board. Repeat this with the rest of rice.
4. Preheat oven to 350 degrees F.
5. Work in 2 batches. Melt 2 teaspoons butter over medium heat in a cast iron skillet. Put 2 rice into the skillet, lower the heat to medium-low and cook until bottom sides are lightly browned (5-6 minutes). Turn the rice and cook the other sides until lightly browned (5-6 minutes). Remove the rice from the skillet and place on a baking sheet. Repeat this with the rest of butter and rice.
6. In a small bowl, mix together mayonnaise and horseradish. Spread over one side of each rice. Place 2 rice on a baking sheet, mayonnaise mixture spread sides up. Place ham, roasted pepper and cheese (1 slice of ham, 1 halved roasted pepper and 1 slice of cheese for each) then put the other 2 rice, mayonnaise mixture spread sides down, to close each sandwich. Sprinkle with sesame seeds over the top. Bake in the oven for 4-5 minutes or until cheese melt.
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