1Make Sauce: Melt butter in saucepan, stir in flour, salt, nutmeg and cayenne pepper until smooth. Gradually stir in the milk and chicken broth, bring to a boil, stirring constantly. Boil gently for 2 minutes or until mixture is slightly thickened.
2In a small bowl beat yolks with cream. Gently beat in a little of the hot mixture. Return to saucepan and cook over low heat, stirring constantly until sauce is hot, do not boil. Remove from heat and add sherry.
3Cook spaghetti according to package directions, drain. Add 2 cups of sauce to the pasta and toss until well blended. Add turkey and mushrooms to remaining sauce.
4Turn spaghetti into a greased 13x9x2 pan. Spoon turkey mix on top. Sprinkle with cheddar cheese and top with Parmesan.
5Bake in 300*F oven covered for 25 minutes. Uncover and bake 10 minutes longer.