Preheat a grill to medium. Put the pickling spice and 2 teaspoons salt in a spice grinder and pulse to coarsely grind. (Or pile on a cutting board and crush with the bottom of a small skillet.) Put the turkey in a large bowl and rub all over with the spice mixture. Add the Worcestershire sauce and olive oil and turn the meat to coat on all sides. Let sit 10 minutes at room temperature.
Meanwhile, whisk the mayonnaise and ketchup in another large bowl. Add the coleslaw mix and toss to coat.
Put the turkey on the grill, cover and cook until marked, about 5 minutes per side. Uncover, turn the meat and continue grilling until cooked through, about 5 more minutes per side. (A thermometer inserted into the thickest part should register 155 degrees F.)
Remove the turkey from the grill and let rest 5 minutes before slicing. Serve with the slaw and rolls.