Radar is more resilient to adverse weather and lighting conditions than visual and Lidar simultaneous localization and mapping (SLAM). However, most radar SLAM pipelines still rely heavily on frame-to-frame odometry, which leads to substantial drift. While loop closure can correct long-term errors, it requires revisiting places and relies on robust place recognition. In contrast, visual odometry methods typically leverage bundle adjustment (BA) to jointly optimize poses and map within a local window. However, an equivalent BA formulation for radar has remained largely unexplored. We present the first radar BA framework enabled by Gaussian Splatting (GS), a dense and differentiable scene representation. Our method jointly optimizes radar sensor poses and scene geometry using full range-azimuth-Doppler data, bringing the benefits of multi-frame BA to radar for the first time. When integrated with an existing radar-inertial odometry frontend, our approach significantly reduces pose drift and improves robustness. Across multiple indoor scenes, our radar BA achieves substantial gains over the prior radar-inertial odometry, reducing average absolute translational and rotational errors by 90% and 80%, respectively.