Any leftover beef and gravy will work for these hearty sandwiches. Heating the meat in gravy keeps it moist, and you can use any remaining gravy as a dipping sauce.
Heat brisket in gravy over medium heat in large skillet, gently stirring and turning meat slices over occasionally, about 10 minutes.
Combine mayonnaise and horseradish in small bowl.
Trim ends of loaves; then cut each loaf crosswise into 3 sandwich lengths, 7 to 8 inches long, for 6 sandwiches total. Slice each bun in half horizontally.
Spread horseradish-mayonnaise on bread. Top with radicchio and brisket. Top with peppers. Serve with extra gravy on side, if desired. Makes 6 sandwiches.