Grind it, put it into jars, fill with vinegar, a tsp. of salt, store in fridge unsealed.
Are your pickles "Thunder and lightening"? I had those at a picnic once. Very good!
Jackie

I have sealed grated horseradish in zip lock bags with all the air pushed out, and it worked quite well. If you put 1/2 cup or so in a sandwich sized bag, press it thin and flat, pushing the air out as you seal it,you will be able to open the bag while it's still frozen and break off a small piece to use in a recipe or creamed horseradish sauce, whatever, and then push the air out of the bag and put the rest back in the freezer before it thaws.

This works with grated ginger, pesto, and the leftover tomato paste in the can if you're doing a recipe that calls for just a tablespoon or so.