For football bacon rolls, first cut rolls in half lengthwise. Cut the pickles in a fan shape.
Place 4 rolled-up slices of bacon on each of the lower halves (more or less depending on the size of the rolls). Place a pickled gherkin and a pepperoni on top of each. Garnish with horseradish.
Using the mayonnaise (preferably in a disposable piping bag or portioning bottle), trace the “seams” of the football onto the top halves. Place the lids on the topped bottoms.
Serve the football bacon rolls.