With the rack in the middle position, preheat the oven to 220 °C (425 °F). Line a baking sheet with parchment paper. Line a 38 x 25-cm (15 x 10-inch) baking dish with a sheet of parchment paper, letting it hang over each side. Lightly oil the baking sheet and the sides of the baking dish.
Lay the bacon slices on the baking sheet. Bake for 12 to 14 minutes or until golden brown and crisp. Drain on paper paper. Set aside.
In a bowl, combine the eggs and 60 ml (1/4 cup) of the mayonnaise. Season with salt and pepper.
Pour the egg mixture into the baking dish and bake for 10 to 12 minutes or until slightly moist. Cut the omelet into six pieces. Set aside. Turn off oven and add the bacon to keep warm.
Toast three slices of bread and spread with mayonnaise. On a slice of bread, place the egg and three slices of bacon. Cover with a second slice of bread. Lay three slices of tomato and two lettuce leaves. Finish with a third slice of bread. Insert a toothpick in the centre of each corner of the sandwich and cut into triangles. Repeat to prepare the other club sandwiches.