Make the Russian Dressing:
In a small bowl, combine mayonnaise, ketchup, Dijon mustard, horseradish (if using), Worcestershire sauce, white vinegar, smoked paprika, and a pinch of salt and pepper. Stir until smooth and set aside.
Assemble the Sandwich:
Spread a thin layer of butter on one side of each slice of rye bread.
On the unbuttered side, spread a generous amount of Russian dressing.
Layer with 2 slices of Swiss cheese, 3-4 slices of corned beef, a scoop of sauerkraut, and another slice of Swiss cheese. Top with another slice of rye bread, buttered side up.
Grill the Sandwich:
Heat a skillet or griddle over medium heat. Place the sandwich in the skillet and grill for 3-4 minutes per side, pressing gently with a spatula, until the bread is golden brown and the cheese is melted.
Serve:
Slice the sandwich in half and serve hot with extra Russian dressing on the side for dipping.