Heat oven to 350°F. Spray large cookie sheet with no-stick cooking spray. Place dough seam side down on cookie sheet. Using sharp or serrated knife, cut 4 or 5 diagonal 1/2-inch deep slashes on top of loaf; sprinkle with 1/4 teaspoon black pepper. Bake 22 to 26 minutes or until golden brown. Set aside.
Meanwhile, in12-inch skillet, heat oil over medium heat; add onion and cook 2 minutes. Stir in chicken broth, turkey, 1/2 teaspoon salt and 1/2 teaspoon pepper. Bring to a boil; cook 2 to 3 minutes or until onions are crisp-tender.
Cut bread crosswise into four rolls. Cut each roll in half horizontally. Using slotted spoon, fill each roll with turkey and onions; reserve broth. Top turkey with cheese, arugula and tops of rolls. Serve sandwiches with reserved broth for dipping.