Mix mayonnaise, chopped arugula, shallot, parsley and lemon peel in small bowl. Season with salt and pepper. Place bread slices on work surface. Spread mayonnaise mixture on each slice, dividing equally. Top 6 bread slices with turkey, dividing equally. Place 5 arugula leaves atop turkey on each. Top with remaining 6 bread slices, mayonnaise side down, pressing to adhere. Cut each sandwich diagonally into quarters.