。
She shot us a cold glare.
Literal
She [topic-は] coldly with-a-sharp-look here [object-を] glared.
じろり is a 擬態語 (state mimetic) for a sharp, piercing sidelong glance — the kind that makes you feel evaluated or judged. It pairs with にらむ ('to glare') and 見る ('to look'). 冷たく (coldly) adds emotional color. こちら ('this direction/us') is the target of the glare.