Preheat the oven to 225°F.
In a large bowl, toss together the tomatoes, garlic, oregano, and thyme and add just enough olive oil to coat the tomatoes. Season to taste with salt and pepper. Set aside to marinate at room temperature for 5 to 10 minutes.
Spread the tomatoes, sliced sides up, on a baking sheet. Roast for 35 to 40 minutes, until they are lightly crusted and browned. Remove from the oven and set aside to cool.
In a large skillet, cook the bacon until crispy over medium-high heat. Drain on paper towels.
Toast the bread slices until golden. Spread each slice with mayonnaise. Top 6 of the slices with lettuce and then layer each with turkey, bacon, 1 slice of cheese, and 2 tomato halves. Season to taste with salt and pepper. Top each sandwich with another slice of bread, and layer on more mayonnaise, if desired, turkey, bacon, cheese, and tomatoes. Season to taste with salt and pepper. Top with a third slice of toast and press gently. Holding down each sandwich with your hand, cut in half or quarters. Secure the halves or quarters with toothpicks. Repeat with the remaining 5 sandwiches.