1. Put cranberry sauce, mustard, and horseradish in a small bowl, and mix together with a whisk.
2. Spread 2 tablespoons of the mixture on each of 4 slices of bread.
3. Toast the bread slices until they are golden brown.
4. Spread 1 teaspoon of the mayonnaise on each of the remaining 4 slices of bread.
5. Layer 3 ounces sliced turkey, 1 lettuce leaf, and 1 slice cheese on each of the bread slices spread with cranberry sauce. Top each sandwich with the remaining slice of bread. Cut sandwiches in half.