Place a large parchment paper on your counter or work surface. Layer several lettuce leaves (about 5-8 depending on the size of your lettuce) in the middle of the parchment paper, leaving no gaps.
Add your fillings to the middle of the lettuce wrap starting with the turkey and ham. Spread mayo and Dijon mustard. Add bacon. Layer with cheddar cheese (if using), cucumbers, avocado and tomatoes.
Once you add all your fillings, use the parchment to roll the wrap, as tightly as you can. Tuck and fold the sides in and then start rolling up as tightly as you can, beginning with the end closest to you. Continue to roll and tuck tightly - it's very similar to wrapping a burrito,, an egg roll and rolling sushi with a sushi mat.
Once the roll is completely wrapped, tuck the the parchment paper tightly around the lettuce wrap. Use a serrated knife to cut the wrap in half, on a bias.