For mustard sauce, in a small bowl, combine 1/2 cup mayonnaise, mustard, horseradish and 1-1/2 teaspoons onion until blended. Refrigerate until serving. Line a 15x10x1-in. baking pan with waxed paper; grease the paper and set aside.
In a large saucepan, combine flour and remaining mayonnaise until smooth. In a large bowl, whisk egg yolks until thickened. Add the milk, salt and pepper; whisk into flour mixture. Cook over medium-low heat for 6-7 minutes or until slightly thickened. Remove from the heat. Cool for 15 minutes.
In a large bowl, beat egg whites until stiff peaks form. Gradually fold into egg yolk mixture. Spread into prepared pan. Bake at 425° for 12-15 minutes or until golden brown.
Meanwhile, in a large skillet, saute celery and remaining onion in oil until crisp-tender. Add the ham, sausage and bacon; heat through and keep warm.
Remove omelet from oven. Run a knife around edges to loosen; invert onto a kitchen towel. Gently peel off waxed paper. Sprinkle cheese over omelet to within 1 in. of edges. Top with meat mixture. Roll up from a short side. Transfer to a serving platter, seam side down. Cut with a serrated knife. Serve with mustard sauce.