Preheat the broiler. Prick the potatoes a few times with a fork. Microwave until very tender, about 15 minutes. Carefully slice in half lengthwise; season with salt and pepper.
Meanwhile, heat 1 tablespoon olive oil in a large nonstick skillet over medium-high heat. Add the onion, 1 teaspoon rosemary, 1/2 teaspoon salt and a few grinds of pepper. Cook, stirring, until golden brown, about 12 minutes, adding 1 teaspoon vinegar in the last 1 minute of cooking. Transfer to a bowl and wipe out the skillet.
Combine the sour cream, mayonnaise, horseradish, remaining 1 teaspoon vinegar and 1/4 teaspoon rosemary in a small bowl. Season with salt and pepper.
Heat 1 1/2 tablespoons olive oil in the skillet and add 2 potato halves cut-side down. Press down firmly with a spatula to flatten. Cook, turning once, until crisp and browned, 4 to 5 minutes. Transfer, cut-side up, to a baking sheet and repeat with the remaining 1 1/2 tablespoons oil and 2 potato halves.
Top each potato half with 1 tablespoon of the sour cream mixture, a slice of cheddar and the roast beef. Halve the remaining 2 slices cheddar and place 1 half on each potato; top with the onion mixture. Broil until the cheese is melted, 2 to 3 minutes. Serve with pickles and the remaining sour cream mixture on the side.