01 - Preheat oven to 375°F. Line a baking sheet with parchment paper and set aside.
02 - In a small bowl, combine the melted butter, minced garlic, chopped parsley, sea salt, and Parmesan cheese. Mix until well blended.
03 - Slice each slider bun in half. Brush the cut sides generously with the garlic butter mixture and arrange on the prepared baking sheet, cut side up. Sprinkle with additional Parmesan if desired.
04 - Bake for 7 to 9 minutes, or until the buns are golden brown and fragrant. Remove from the oven and set aside.
05 - Pat the filet mignon medallions dry with paper towels. Season both sides evenly with kosher salt and freshly ground black pepper.
06 - Heat olive oil in a heavy skillet or cast-iron pan over medium-high heat until shimmering. Sear the medallions for 2 to 3 minutes per side for medium-rare, adjusting time for your preferred doneness. Transfer to a plate and let rest for 5 minutes.
07 - Layer a few arugula leaves on each bottom bun. Top with a filet mignon medallion, a slice of Roma tomato, and several slices of red onion. Drizzle with horseradish cream or aioli if using. Cap with the top bun.
08 - Serve the sliders immediately while still warm for the best flavor and texture.