Cut turkey into 4 equal portions. Place a piece of turkey between 2 pieces of clear plastic wrap. Working from the center to the edges, pound the turkey lightly with a meat mallet until the tenderloin is 1/4-inch thick. Remove plastic wrap. Repeat with remaining turkey.
For sauce, in a medium mixing bowl stir together soup, milk, dry sherry, nutmeg, and red pepper. Set aside.
Divide broccoli among turkey slices, placing spears crosswise near one end of each slice. Spoon about 1 tablespoon of the sauce over each portion of broccoli. Roll turkey around broccoli and sauce.
Arrange turkey rolls, seam sides down, in a 2-quart square baking dish. Pour remaining sauce over turkey rolls. Sprinkle with Parmesan cheese.
Bake, uncovered, in a 350 degree F. oven about 30 minutes or until turkey is tender and no longer pink. Makes 4 servings.