Yes you can. In fact it's better when made and refrigerated overnight. I use one jar of horseradish, tightly squeezing out excess moisture, along with a half pint of whipping cream. Whip to soft peak stage, add some kosher salt, fresh lon juice and whisk a little mire. Then refrigerate.
If the sauce is cooked or you are using prepared horseradish, it should be ok done the day before. Grated fresh horseradish will turn colors so you wouldn't want to hold that overnight
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