Melt butter in a large saucepan. Remove from heat and stir in flour, salt and nutmeg until smooth. Gradually add milk and stock or broth; bring to boiling, stirring constantly; boil 2 minutes or until slightly thickened.
Using a wire whisk beat the egg yolks in a small bowl with the cream. Beat in a little of the hot mixture. Pour back into saucepan; cook over low heat, stirring constantly, until sauce is hot—do not boil. Remove from heat. Stir in the sherry.
Meanwhile, in a large stockpot, bring 6 quarts of water to boiling; add 2 tablespoons salt and the spaghetti; cook as label directs; drain in colander. Return spaghetti to kettle. Add 2 cups sauce; toss lightly until spaghetti and sauce are well combined.
Combine turkey and mushrooms in a large bowl. Add 2 cups of sauce to this mixture and mix well.
Divide the spaghetti in half and place in two 12 x 8 x 2-inch baking dishes, arranging around the edges. Spoon half of the turkey mixture into the center of each dish. Reserve rest of sauce for later use. Sprinkle cheese over spaghetti in each dish. Cover with foil; refrigerate 1 hour or overnight.
About 1 hour before serving, preheat oven to 350°F. Bake, covered 45 minutes. reheat sauce; spoon over spaghetti in each dish.
The above preparation makes a company-attractive casserole. However I usually prefer to combine all the sauce with the spaghetti, turkey and mushrooms in step 3.