Preheat oven to 400 degrees. Line a baking sheet with parchment paper or foil and set aside.
In a small mixing bowl, combine room temperature butter, Dijon mustard, olive oil, salt, pepper and prepared horseradish if using.
Cut the bottom off the cabbage and cut cabbage into about 1 inch discs. You should end up with 3-5 discs depending on the size of the cabbage.
Add the cabbage wedges to the baking sheet. Sprinkle salt and pepper on both sides of the cabbage and then slather some of the mustard butter mixture on each side of the cabbage with a spoon or hands.
Pop into the oven for 20 minutes, until the outer edges start to burn just a little bit. Cut up before serving as it is a bit tricky to cut once on the plate. Add to a serving dish and serve with a tasty meal!