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 a boil, stirring constantly; boil 2 minutes or until slightly thickened.
Using a wire whisk beat the egg yolks in a small bowl with the heavy 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 a boil, add 2 tablespoons salt and the spaghetti, cook as a label directs, and drain in the colander. Return spaghetti to the 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.