Melt butter in a medium skillet, then add onions and sugar. Let cook, stirring occasionally for 20 minutes. Once they are lightly caramelized remove from pan and set aside.
Preheat oven to 375 degrees or as directed by package of crescent rolls.
Unroll and separate each crescent roll.
Place a slice of roast beef, then a cube of cheese, 1 Tbsp. of onions, then 1 tsp. of horseradish sauce on each crescent roll. Repeat with each roll.
Roll them up and tuck the sides in (as much as possible) to prevent everything from spilling out.
Place on greased baking sheet. Bake for 11-13 minutes or until golden brown.
Pour beef broth and sherry into skillet where the caramelized onions were cooking. Use spoon to scrape up bits from bottom. Let it simmer until rolls are ready.
Keep rolls warm and serve with au jus.