Place the avocado in a small bowl and mash it with a fork until mostly smooth but still slightly chunky.
Add the finely chopped cilantro and fresh lime juice. Stir until combined.
Gently fold in the diced Roma tomato and season with salt to taste.
Preheat a panini maker according to the manufacturer's instructions.
Spread a thin layer of spicy mustard over one side of each slice of sourdough bread.
Place one slice of bread on a clean work surface. Layer with one slice of Colby Jack cheese, two slices of turkey, half of the avocado mixture, another two slices of turkey, and a second slice of cheese.
Close the sandwich with another piece of sourdough bread. Repeat with the remaining ingredients to make the second sandwich.
Place the assembled Spicy Southwestern Turkey Panini in the preheated panini press.
Close the press and cook until the sourdough is crisp and golden, the sandwich is heated through, and the Colby Jack cheese is completely melted.
Carefully remove the panini, allow it to rest for a minute, then slice and serve immediately.