Preheat the oven to 400 degrees F. Line a large baking sheet with parchment paper.
In a mixing bowl, combine the ground turkey, diced apple, chopped sage, egg, breadcrumbs, half the salt, and half the pepper. Mix until evenly blended.
Divide the mixture into 4 equal portions and shape each into a small loaf. Wrap each loaf with 2 slices of bacon, tucking the ends underneath.
Place the wrapped meatloaves on one side of the baking sheet. Toss the cubed butternut squash and halved Brussels sprouts with the olive oil and remaining salt and pepper. Spread the vegetables on the other side of the baking sheet.
Bake for 25 to 30 minutes until the bacon is crisp and the internal temperature of the meatloaves reaches 165 degrees F. Stir the vegetables once halfway through cooking for even browning.