Preheat the oven to 425°F. Cut the top off of the garlic heads and drizzle them lightly with olive oil. Place them on some aluminum foil and fold the foil into a packet. Roast for 45 minutes, or until the cloves are caramelized and starting to come out of the head. Open the foil packet and let the garlic cool to room temperature. Remove the cloves from the head.
In a large skillet over medium heat, melt the butter and add the onions. Reduce the heat to low and cook until the onions are golden brown, stirring occasionally. When done correctly, this should take about 30 minutes. Let cool to room temperature.
In a blender or food processor, add the sour cream, balsamic, roasted garlic cloves and horseradish cream. Pulse until the roasted garlic is incorporated. Stir in the fresh thyme and season with salt and pepper, adding any extra horseradish cream to your preference. Set aside.
Prime Rib Sandwich
Remove the ends from the baguette and cut it into four equal pieces; about four inches long. Carefully slice horizontally into the bread (but not all the way through) to open it up.
Slather the inside of the baguette with the horseradish sauce. Place a layer of baby kale, followed by 4-6 thin slices of prime rib. Dollop caramelized onions on top and add some fresh cracked black pepper. Close the baguette around the sandwich and serve.
You can save yourself time by making the caramelized onions while the garlic roasts. They both should finish around the same time.