Cook pasta according to package directions. In a large saucepan, melt butter over medium heat. Stir in the flour, salt, pepper and cayenne until smooth. Gradually add broth. Bring to a boil; cook and stir for 2 minutes or until thickened. Remove from the heat; stir in cream.
Drain linguine; add 2 cups sauce and toss to coat. Transfer to a greased 13x9-in. baking dish. Make a well in center of pasta, making a space about 6x4 in.
To the remaining sauce, add the turkey, mushrooms, pimientos, parsley and pepper sauce; mix well. Pour into center of dish. Sprinkle with cheese.
Cover and bake at 350° for 30 minutes. Uncover; bake until bubbly and heated through, 20-30 minutes longer.