In a medium frying pan over medium-low heat, cook bacon, turning often, until just crisp, 12 to 15 minutes. Drain on paper towels and set aside.
Meanwhile, in a small bowl, stir together mayonnaise, Worcestershire, mustard, and garlic. Spread this mixture on 4 toast pieces. On each of the remaining 4 toasts, spread about 1 tbsp. blue cheese.
Layer each blue cheese–topped toast with a piece of lettuce, 1/4 of the chicken slices, 2 red peppers, 3 slices avocado, and a slice of bacon. Top each with a mayonnaise-spread toast. Cut sandwiches in half and skewer each half with a toothpick to help hold it together.
Note: Nutritional analysis is per sandwich.