Cook the turkey bacon in a large skillet over medium heat for 4-5 minutes per side until crispy, then transfer to a paper towel-lined plate to drain.
In the same skillet, heat the olive oil over medium heat and fry the eggs to your desired doneness, seasoning with salt and pepper.
In a small bowl, whisk together the mayonnaise and Dijon mustard to create a spread.
Lay out the romaine lettuce leaves on a clean surface and spread a thin layer of the mayo-mustard mixture on each leaf.
Place 3 slices of turkey bacon on each lettuce leaf, then top with sliced avocado, tomato slices, and one fried egg.
Carefully roll up each lettuce leaf like a burrito, tucking in the sides as you roll.
Serve immediately while the bacon and eggs are still warm.