In a small saucepan, melt butter over medium heat. Whisk in flour. Cook, stirring constantly for 2 minutes, being careful not to brown. Gradually whisk in milk. Bring to a boil, whisking constantly until thickened, about 2-3 minutes. Reduce heat to low. Add cheddar cheese. Remove from heat and season with salt, pepper and nutmeg. Keep warm and set aside.
Preheat oven to 350 degrees. Line a 9x13 pan with parchment paper or aluminum foil. Spray with nonstick cooking spray.
Using a large knife, slice the rolls in half so you have a portion of tops and a portion of bottoms. You want both portions of the rolls to remain connected, so there are two slabs. Place the bottom portion in the prepared pan.
Evenly layer 1/2 of the turkey over the rolls.
Evenly layer the cheddar cheese slices.
Sprinkle with the bacon.
Layer with the tomato slices. (try to place a slice on each roll)
Carefully spread the Mornay sauce over the tomatoes.
Evenly layer the remaining sliced turkey, then top with top portion of buns.
In a small bowl, whisk together melted butter, Dijon mustard, poppy seeds, Worcestershire sauce, salt and pepper until well combined. Pour mixture evenly over top of rolls.
Cover pan with aluminum foil and let stand at room temperature for 10 minutes. Bake covered for 20 minutes or until cheese is melted. Remove foil and continue to cook for 5 minutes or until lightly browned on top. Cut into individual sliders and serve immediately.