Preheat the oven to 250 degrees F. Arrange the tomatoes cut-side up on a baking sheet; sprinkle with 1/2 teaspoon salt, and pepper to taste. Drizzle with olive oil. Roast until slightly dry on the surface, about 3 hours, 30 minutes; let cool. (The tomatoes can be roasted up to one day ahead; refrigerate in an airtight container.)
Whisk the mayonnaise, horseradish, and pepper to taste; cover and refrigerate.
Toss the cabbage, red onion, a splash of water and 1/2 teaspoon salt in a colander set over a bowl; let drain until the cabbage softens, about 20 minutes. Rinse well with cold water, squeeze out the excess liquid and pat dry.
Meanwhile, cook the bacon in a large skillet over medium-high heat until crisp; reserve the drippings.
Toast the bread. Toss the cabbage mixture with the dill, 1 teaspoon of the bacon drippings, the vinegar, and pepper to taste in a bowl. Top each piece of toast with some of the horseradish mayonnaise, 2 slices of bacon, 2 roasted tomato halves and some of the cabbage mixture. Drizzle with more drippings.