In a small bowl, combine the brown sugar, Cajun seasoning, and cayenne pepper. Stir until well mixed.

In a medium-sized bowl, whisk together the mayonnaise and whole grain mustard until smooth.

Stir in the honey, horseradish sauce, and the prepared spice mix into the mustard base. Mix everything together until smooth and well incorporated.

Taste the sauce and adjust seasoning if needed. If you want more heat, add a bit more cayenne pepper or horseradish sauce.

Use immediately for dipping or as a topping for chicken, fries, or sandwiches. Store any leftovers in an airtight container in the refrigerator for up to a week.