Heat oil in a small frying pan over medium heat. Add shallots and salt, stir, reduce heat to medium-low, and cover. Cook, stirring occasionally, until shallots are soft and browned, about 15 minutes (if shallots appear to be browning too quickly, reduce heat to low). Taste shallots and add more salt if necessary.
Meanwhile, in a small bowl, stir together blue cheese and mayonnaise until smooth.
Spread top half of each roll with cranberry sauce. Generously spread bottom halves with blue-cheese mayonnaise and layer with turkey slices (at least 2 per sandwich), lettuce, shallots, and the top bread halves.
Note: Nutritional analysis is per serving.