Heat the oven to 375°F. In a large bowl, combine the egg, breadcrumbs, ¼ cup milk, diced onion, Worcestershire sauce, ¾ teaspoon salt, and black pepper. Add the ground turkey and mix gently until just combined.
Shape the mixture into a loaf and place it in a baking dish. Bake until the center reaches 165°F, about 45 to 55 minutes. Let the meatloaf rest for 10 minutes before slicing.
While the meatloaf bakes, put the potatoes in a saucepan and cover them with water. Bring to a boil, then simmer until fork-tender, about 15 to 20 minutes. Drain well and return them to the saucepan.
Mash the potatoes with the butter, ½ cup milk, and ½ teaspoon salt until smooth. Keep covered while you prepare the gravy.
Heat the olive oil in a large skillet over medium heat. Add the mushrooms and cook, stirring occasionally, until browned and tender, about 7 to 9 minutes.
Sprinkle the flour over the mushrooms and stir until it coats them. Slowly pour in the beef broth, stirring to keep the gravy smooth. Simmer until thickened, about 3 to 5 minutes, then stir in the parsley.
Slice the rested meatloaf and serve with the mashed potatoes and mushroom gravy.