Heat pineapple preserves, apple jelly, mustard and black pepper together in a small saucepan over medium heat, stirring occasionally, for about five minutes until the sauce is warm and all the ingredients are evenly combined.
Remove from heat and stir in horseradish.
Allow the sauce to cool. Then cover and refrigerate for 8 hours before serving.
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Notes
When stored in a sealed container, Jezebel sauce will keep in the refrigerator for up to two weeks. It can also be frozen for up to three months. Just make sure to leave about an inch of headspace at the top to allow for expansion.To can, fill clean pint jars with the sauce, leaving 1/4-inch of headspace. Seal each jar with a lid and ring, then process for 10 minutes using the water bath canning method.