In a large skillet, saute the mushrooms, onion and celery in butter until tender. Stir in flour until blended; gradually add broth and milk. Bring to a boil; cook and stir for 2 minutes or until thickened.
Stir a small amount of hot filling into egg; return all to pan, stirring constantly. Bring to a gentle boil; cook and stir 2 minutes longer. Stir in the Swiss cheese, nutmeg and pepper until cheese is melted. Remove from the heat.
Place toast on a baking sheet. Layer with turkey, cheese sauce, bacon, tomato and Parmesan cheese. Broil 3-4 in. from the heat for 3-4 minutes or until cheese is melted.