Preheat broiler to high.
Heat 2 tablespoon oil in a saucepot over medium heat. Saute 2 tablespoon chopped shallots until softened, about 3 minutes. Add 1 tablespoon flour and stir to combine. Add 2 tablespoon sherry and cook for 30 seconds. Add 2 cups turkey stock and Worcestershire and bring to a simmer. Reduce heat to low and continue to simmer for 10 minutes. Season with salt and pepper.
Slice the Italian rolls in half and toast. Top the bottom half with roasted turkey and a slice of muenster cheese per sandwich. Broil the bottom half with the turkey and cheese until the cheese melts. Alternatively, bake the sandwich for 5 minutes at 350 until the cheese melts.
Remove the sandwich from the oven and top with the remaining bun. Serve with au jus and spicy mustard.