Heat the oven to 375°F. In a large bowl, combine the egg, breadcrumbs, 1/4 cup milk, grated onion, Worcestershire sauce, 3/4 teaspoon salt, and black pepper. Add the ground turkey and mix gently just until combined.
Shape the mixture into a loaf on a parchment-lined baking sheet. 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, place the potatoes in a saucepan and cover with cold water. Bring to a boil, then reduce the heat and simmer until the potatoes are tender when pierced with a fork, about 15 to 20 minutes. Drain well and return them to the pan.
Mash the potatoes with 2 tablespoons butter, the warm milk, and 1/2 teaspoon salt. Cover the pan to keep the potatoes warm while you make the gravy.
Heat the olive oil and 1 tablespoon butter in a large skillet over medium heat. Add the mushrooms and cook, stirring occasionally, until tender and lightly browned, about 7 to 9 minutes.
Add the remaining 1 tablespoon butter to the skillet. Once melted, stir in the flour and cook for 1 minute. Slowly pour in the beef broth while stirring to prevent lumps. Simmer until the gravy thickens, about 3 to 5 minutes, then stir in the heavy cream.
Slice the rested meatloaf and serve it with the mashed potatoes and mushroom gravy. Sprinkle the parsley over the plates.