Mix all the ingredients for the mayonnaise, except the lemon juice, together in a bowl. Season to taste with the lemon juice, salt, and pepper.

Heat the grill to high. Line a baking tray with baking parchment and arrange the corned beef into four piles on it, then top with the cheese and grill until melted and bubbling.

Butter both sides of all the bread slices. Heat a frying pan over a medium heat and toast the bread slices on both sides until golden. Generously spread the mayonnaise over one side of each bread slice. Top four of the slices, mayonnaise-side up, with the cheese-topped corned beef and the sauerkraut, then sandwich with the remaining bread slices, mayonnaise-side down. Secure with cocktail sticks, then slice in half to serve.