In a small bowl, mix mayonnaise, tomato sauce, Worcestershire sauce, vinegar and paprika until smooth. Set aside.
Warm corned beef gently in a pan or microwave until heated through.
Spread Russian dressing on one slice of rye. Layer corned beef, Swiss cheese, cheddar, sauerkraut and jalapeños. Top with the second slice of rye.
Lightly butter the outside of the sandwich. Cook in a frying pan over medium heat, pressing gently, until the bread is golden and crisp and the cheeses have melted.
Remove from the pan, cut if desired, and serve immediately.
