Heat the oven to 375°F. Lightly oil a small rimmed baking dish with the olive oil.
In a large bowl, stir the crushed stuffing mix and milk together. Let the mixture stand for 3 minutes so the crumbs can soften.
Add the ground turkey, egg, diced onion, Worcestershire sauce, dried thyme, salt, and pepper. Mix gently with your hands or a fork just until combined. Avoid packing the mixture tightly.
Shape the mixture into a compact loaf in the prepared baking dish. Bake until the center reaches 165°F, about 45 to 55 minutes. Transfer the meatloaf to a cutting board and let it rest while you make the gravy.
Set the baking dish aside and pour its drippings into a small bowl. Melt the butter in a saucepan over medium heat. Whisk in the flour and cook for 1 minute.
Gradually whisk in the chicken broth and the reserved meatloaf drippings. Bring the gravy to a gentle simmer, whisking often, until smooth and slightly thickened, about 4 to 6 minutes.
Slice the meatloaf and serve with the warm pan gravy spooned over the top.