Preheat grill to high. Brush entire breast with oil and season well with salt and coarsely ground black pepper. Place the breast on the grill, skin-side down, and grill until golden brown and a crust has formed, about 4 to 5 minutes. Reduce the heat of the grill to medium, turn the breast over, close the cover of the grill and continue cooking until a meat thermometer inserted into the thickest part of the breast registers 165 degrees F, about 25 to 30 minutes. Remove the breast from the grill and let rest, loosely tented with foil, for 10 minutes. Slice the breast into 1/4-inch thick slices.
Lay the bacon, lengthwise, over the grates of the grill and grill for approximately 2 minutes per side or until golden brown and slightly crunchy. Remove to a plate lined with paper towels.
Mix together the goat cheese, mayonnaise, and sage in a small bowl. Season with salt and pepper, to taste. Divide the mayonnaise among 4 slices of the bread and top each with 4 slices of turkey, 2 green tomato slices, another slice of bread, 3 slices of bacon, some of the watercress, and top each with the remaining bread.