Preheat oven to 400˚F. Brush a rimmed baking sheet with olive oil, and place in oven while it preheats.
Split rolls horizontally to create a top and bottom half, leaving each half intact. Spread cream cheese over bottom half of rolls, and layer turkey, ham and cheese evenly over cream cheese. Spread pepper jelly over cut side of top half of rolls, and place on top to create one large sandwich.
Remove baking sheet from oven, and place sandwich on baking sheet.
Bake 15 minutes or until cheese is melted and rolls are crisp. Cut into individual sliders, and serve warm.