Preheat oven to 350°F. Chop turkey, ham, and bacon and toss together. Set aside.
Using a knife, cut off crust on each piece of bread.
With a rolling pin, roll and flatten each slice of crustless bread. Take 4 slices and place a spoonful of chopped meats in the middle of each slice. Top with broken pieces of cheese.
Place remaining slices of crustless bread on top of each pocket.
In a small bowl crack egg and add water. Beat together. Dip a fork into egg mixture and crimp each edge of pocket until two slices are sealed together. Repeat on each pocket. Brush top of each pocket with remaining egg mixture. Bake until golden brown, 7 to 10 minutes. Let cool and enjoy. Makes 4 servings.