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Step 1
In a small mixing bowl, combine the cream cheese and horseradish and season with salt and pepper to taste (but not too much salt, because the pickles and ham are salty).
Step 2
Lay the ham slices on a work surface and spread a quarter of the cream cheese mixture on each slice in an even layer all the way to the edge. Line a pickle up on a short side, then roll up. Refrigerate for 10 to 15 minutes, then slice each roll into 8 pieces with a sharp knife. Serve immediately.