1. Lay out the turkey slices on a flat surface.
2. In a small bowl, mix together the mayonnaise and Dijon mustard.
3. Spread a thin layer of the mayonnaise mixture onto each turkey slice.
4. Place a slice of cheddar cheese on top of each turkey slice, followed by a slice of cucumber.
5. Season with salt and pepper to taste.
6. Roll up each turkey slice tightly and secure with toothpicks.
7. Serve immediately or store in the refrigerator for later. Enjoy!