Roasted turkey: Pre-heat your oven to 375 degrees F (190 C).
Add olive oil to the outside of your turkey breast and rub it in with one hand. With your other hand (or wash hands first) sprinkle on your kosher salt and ground black pepper. Try to get even coverage all over the breast.
Once coated with salt and pepper and the oven has finished pre-heating, place the turkey breast on a roasting pan or a rack in a sheet pan and add it to the oven. Roast the turkey breast for around 1.5 to 2 hours or until the turkey is between 155 and 160 F. Remove the turkey from the oven and allow it to rest and cool for 30 minutes before slicing.
Mornay sauce: In a medium pot over medium heat, add butter and flour. Stir and cook the butter and flour paste for 1 to 2 minutes.
Add milk and heavy cream and whisk it into the butter and flour paste. Cook and whisk until the sauce is smooth and simmering.
After a minute or two of simmering, remove the pot from the heat and add the grated Pecorino Romano. Whisk the cheese into the sauce until the sauce is smooth. Add nutmeg and black pepper to the sauce and taste. If it seems like it could use some salt, add it. The cheese is fairly salty, so you might not want to add any. That's up to you.
Sandwich assembly: slice your buns and get them ready for sandwiching. Place each bun open on one sheet pan or baking pan.
Stack turkey and tomato slices on each bottom bun and cover with 2 or 3 spoonfuls of Mornay sauce.
Place the pan with the buns in the oven with the broiler on high and broil for 3 minutes. Pay close attention to the top bun because it will brown quickly.
Once the bun has started toasting and everything is all melty remove the pan from the oven. Top the Mornay sauce side of the bun with bacon and garnish with more Pecorino, paprika, and diced parsley. Top everything with the top bun and serve.