Place all the burger ingredients in a mixing bowl and stir to combine. Using your hands, shape into four equal-sized patties. Preheat the grill to hot. Brush the burgers with a little oil. Cook the burgers under the grill for 10- 12 minutes, turning over half way through. Before serving mix the horseradish sauce into the mayonnaise. Place the baps under the grill just briefly to toast about 2 minutes. Spread the bottom halves of the baps with the mayonnaise mixture and some rocket leaves, followed by the sliced tomato and then finally the cooked burger.
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