In a large saucepan over medium heat, melt butter. Gradually add flour, stirring constantly, until smooth and free from lumps. Gradually stir in milk until sauce comes to a gentle boil, stirring constantly; remove from heat. Add Parmesan cheese and stir until melted and well blended.
In a small bowl, beat egg. Gradually add 1 cup of hot sauce, 1/3 cup at a time, to the egg, stirring constantly. Gradually add egg mixture to remaining sauce, stirring constantly until well blended; add salt and pepper to taste. Fold in whipped cream.
For each Hot Brown sandwich, place two slices of toasted bread on a metal (or flameproof) dish. Cover the toast with a liberal amount of turkey. Pour a generous amount of sauce over the turkey. Sprinkle with additional Parmesan cheese. Place entire dish under a broiler, approximately 4 to 5 minutes or until the sauce is speckled brown and bubbly. Remove from broiler, sprinkle with diced pimientos, cross two pieces of bacon over the top, and serve immediately.
Makes 4 servings of two open-faced sandwiches each.