For the Classic Coleslaw, combine the mayonnaise, mustard, brown sugar, vinegar, buttermilk, celery seeds, salt, pepper and cayenne in a bowl. Whisk well to dissolve the sugar.
Season the turkey legs with the salt and pepper. Heat a large Dutch oven over medium-high heat with the olive oil. When it is hot, add the turkey legs and cook until browned on all sides, about 15 minutes. Add the onion and garlic, and cook, stirring occasionally, until the onion is golden brown, about 4 minutes. Add the bay leaf, chicken stock or broth, and water, and bring to a boil. Reduce heat to medium-low, cover and simmer for 2 to 2 1/2 hours, or until the meat is tender and beginning to pull away from the bone.
Remove the turkey legs from the broth and set them aside to cool. Once they are cool enough to handle, remove and discard the skin. Shred the meat and discard the bones. Strain and reserve the stock for another use.
Heat the barbecue sauce in a medium saucepan over medium heat. Add the shredded turkey to the sauce and cook until just warmed through.
Spoon the turkey onto the bottom halves of the buns. Top with coleslaw and the top halves of the buns. Serve immediately.