Step 1 Combine the cream cheese, mayonnaise, and horseradish; chill at least 30 minutes. Score the cucumber lengthwise with the tines of a fork. Cut the cucumber crosswise into 1/2-inch slices, making 18. Using a melon baller or 1/2 teaspoon measuring spoon, scoop out a small hollow on the straight side. Do not cut all the way through.
Step 2 Transfer the cream cheese mixture to a pastry bag fitted with a fluted tip. Pipe the cheese mixture into the cucumber cups. (Use a small spoon if a pastry bag is not available.) Garnish the tops of the cups with parsley or dill sprigs.
Step 3 Serve hot with barbecue sauce for dipping. (Recipe makes 18 cups)