Toast all 6 slices of bread so they are lightly golden brown. Spread one slice with a thin layer of mayo. Fold 3 slices of ham so they fit within the slice of bread and don't hang over the edges. Top with 3 slices of turkey, also making sure none hangs over the edge. Top with 1 slice of cheddar cheese.
Take another slice of toasted bread and spread mayo on one side. Place the toasted bread on top of the slice of cheddar cheese, mayo side down. Spread a little more mayo on the top side of the toasted bread. Add a thin slice of tomato on top, follow by a piece of the romaine leaf and the two strips of bacon.
Top the bacon with the final slice of toasted bread. Cut sandwich in half or into quarters. Traditionally, club sandwiches are cut into 4 triangle wedges but I also like cutting them into squares. Use toothpicks or small wooden skewers to keep the sandwich from falling apart. Serve immediately.