Preheat oven to 325°F.
Line a 9×13-inch baking dish with parchment paper or foil, ensuring enough overhang to use as handles for easy lifting.
Lightly coat the parchment paper-lined dish with cooking spray.
Keeping the rolls connected, slice them horizontally as one unit. Do not separate into individual rolls.
Place the bottom half of the rolls into the prepared baking dish.
Layer the ham, turkey, and grated Gruyère cheese evenly over the rolls.
In a small bowl, whisk together the melted butter, beaten egg, Worcestershire sauce, Dijon mustard, and mayonnaise until smooth.
Pour half of the sauce evenly over the layered cheese and meats.
Place the top half of the rolls over the assembled ingredients, pressing down lightly.
Pour the remaining sauce over the tops, brushing to distribute evenly.
Bake uncovered for 25-30 minutes.
If the tops brown too quickly, cover loosely with foil to prevent burning.
Remove from oven and allow to cool for about 5 to 10 minutes.
Using the parchment paper handles, carefully lift the entire slab of sliders onto a cutting board.
Cut into individual sliders with a sharp knife.
Dust generously with powdered sugar.
Serve warm with raspberry preserves on the side for dipping.
