Preheat the oven to 425 degrees F.
In a large bowl add the bread crumbs, horseradish and fresh herbs. Mix well you're your hands so all the natural oils are released into the bread crumbs. Spread the mustard evenly over the whole prime rib, then top with the bread crumb mixture. Liberally spray the prime rib with food spray. Put the prime rib into a roasting pan and roast until the internal temperature on an instant-read thermometer registers 115 degrees F. Remove the pan from the oven and set aside! Transfer the meat to a cutting board and let rest for 20 minutes.
Cook's Note: The beef will continue to cook while resting. It will be medium-rare. If you like it more done, leave it longer in the oven.
For the sauce:
Pour the oil into a large skillet, over medium-high heat. Add the diced onion and cook until translucent, approximately 3 minutes. Stir in the green peppercorns, then remove the pan from the heat and add the brandy. Return the pan to the heat and allow the alcohol to burn off. Add the beef stock and reduce the liquid by half its volume. Stir in the heavy cream and the chopped parsley. Continue to cook for another 5 minutes. Season with salt, if needed, and transfer to a serving bowl.
Slice the prime rib and arrange on a platter. Serve the sauce on the side and enjoy.