To make the Russian Dressing, mix together the mayonnaise, ketchup, relish, shallot, Worcestershire sauce, and fresh lemon juice.
Grab 4 slices of rye bread, quarter 1 tablespoon of butter, and spread it evenly onto one side of each slice. Then, on the opposite side of the bread slices, spread the Russian dressing.
Onto 2 slices of bread, with the Russian dressing side facing up, top each with 2 slices of Swiss cheese, 4 to 6 slices of corned beef, and ¼ cup of sauerkraut. Top with the remaining 2 bread slices with the buttered side facing out.
Heat a large skillet over medium heat, and add remaining 1 tablespoon of butter. Once the butter has melted, place the prepared sandwiches in the skillet, and cook until the cheese is melted and the bread is golden brown, about 3 to 4 minutes on each side. Serve immediately while hot.