Combine first 7 ingredients in a large bowl. Divide turkey mixture into 4 equal portions, shaping each into a 1/2-inch-thick patty.
Heat a large nonstick skillet over medium heat; coat pan with cooking spray.
Add turkey patties; cook 6 minutes on each side or until done.
Place patties on bottom halves of buns. Top each with 1 tablespoon each of cream cheese and jelly, 4 cucumber slices, and 1 tablespoon alfalfa sprouts. Top with top halves of buns.