Lightly sprinkle the beef slices sprinkle with salt. Spread each slice with a generous teaspoon of cream cheese; then spread 1 teaspoon of horseradish on top. Break pretzel rods in half; lay one in the center of each slice of beef. Lay a piece of bacon on one side of the pretzel and a pickle on the other.
Roll the beef around the filling. Serve the beef roll-ups with mustard for dipping.