Preheat oven to 325 degrees F. Spray a 9x13- inch baking dish with nonstick cooking spray.
Slice rolls horizontally (keeping them connected) and place the bottom half in the prepared pan. Spread raspberry preserves on top of the bottom half of the rolls. Layer with turkey, ham and cheese.
In a small mixing bowl, whisk together egg, Worcestershire sauce and dijon mustard then spread half the mixture on the inside of the top half the rolls and place on top of the sliders in the pan.
Brush remaining half of the egg mixture on top of the rolls. Bake, uncovered, for 15-20 minutes, or until the tops of the rolls are golden brown and cheese is melted.
Remove from the oven, garnish with powdered sugar, cut into individual sliders and serve.