For the stuffed French toast: Heat a grill pan over medium-high heat. Grill the sausages on the grill pan until cooked through, 6 to 8 minutes. Slice each sausage in half lengthwise like a book (they should be attached along one side).
Heat a cast-iron skillet over medium heat. Cook the turkey bacon until crisp. Let cool, then crumble into pieces.
Heat a griddle over medium-low heat. Preheat the oven to 200 degrees F.
In a medium bowl, combine the milk, vanilla, nutmeg, salt and eggs and whisk to combine well. Lay 4 pieces of bread on a work surface. Spread 1 tablespoon of the preserves on each piece. Open the cooked sausages like open books and lay 1 sausage flat on top of the preserves on each of the bread slices, along with a slice of fontina. Top with the remaining 4 slices of bread. Dredge the whole sandwiches carefully in the egg/milk mixture.
Add the butter to the griddle using 1/2 tablespoon per sandwich and griddle the sandwiches for 3 to 5 minutes on one side. Flip the sandwiches and cook on the other side for another 3 to 5 minutes. Transfer the sandwiches to the oven to keep warm while you make the eggs.
For the eggs: Heat a nonstick skillet over medium-low heat and add the olive oil and butter. Crack the eggs into individual bowls and spill them out into the pan one at a time. Cover the pan and cook until just perfectly cooked, about 90 seconds. (Cook longer if you prefer eggs that are more well done.) Season with salt and pepper.
To serve: Place a French toast sandwich on a plate. Top with a fried egg and 1 tablespoon of the crumbled turkey bacon. Drizzle one-quarter of the sorghum syrup over top. Repeat with the remaining ingredients. Eat immediately.