Start by preheating your oven to 400°F (200°C). Line a baking sheet with parchment paper so the cheese doesn’t stick while baking. This step ensures the cheese melts evenly and forms the crispy wrap.
Place small piles of shredded Swiss cheese onto the parchment-lined baking sheet. Spread them slightly into circular shapes so they bake into thin cheese rounds. Leave space between each circle because the cheese will spread as it melts.
Bake the cheese circles for 6–8 minutes until the edges turn golden brown and slightly crispy. This step transforms the cheese into a flexible wrap that will replace bread in the recipe.
While the cheese bakes, mix the mayonnaise, Worcestershire sauce, sugar-free ketchup, Swerve sweetener, horseradish sauce, and paprika in a bowl. Stir until smooth and creamy so it becomes a flavorful dipping sauce.
Remove the cheese circles from the oven and allow them to cool for about one minute. Place slices of corned beef and a spoonful of drained sauerkraut on each cheese round. Drizzle a small amount of dressing over the filling.
While the cheese is still soft and flexible, carefully fold it around the filling. Roll it tightly into a wrap shape so everything stays inside.
Allow the roll-ups to cool for a few minutes so the cheese hardens and becomes crispy. Once set, they’re ready to serve with extra dressing on the side.