Your friend might have done a play on words :

The Undertaker translates to croque-mort in French, which is not far from croque-monsieur, but I have never heard of a sandwich called The Undertaker or croque-mort.

Sometimes we just say "un croque" instead of croque-monsieur, but otherwise there is no specific slang word for that. However, there are lot’s of variant of the original recipe that are called with names starting with "croque" (some are local names from a particular restaurant, while others are more common).

Here are a few that come to my mind:

croque-madame (locally with pineapple or tomato, but most often with an egg)

croque-hawaï (always with pineapple)

croque-signore (italian style, with e.g. mozarella, dried tomatoes …)

Undertaker (croque-mort) sounds to me like a fancy name with a special recipe for Halloween. Your friend could have called it "croque-mitaine" (boogeyman) for the same type of play on word.