Heat 5 inches of oil in a deep-fryer to 365 degrees F (180 degrees C). While oil is heating, make the batter: In a medium bowl, whisk together the egg and water. Combine the flour, baking powder, salt and pepper; whisk into the egg mixture until smooth. Set aside in the refrigerator.
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Assemble sandwiches by placing one slice of turkey on one slice of bread, a slice of ham on another, then sandwich them with the Swiss cheese in the middle. Cut sandwiches into quarters, and secure with toothpicks.
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