Preheat oven to 450°F. Place turkey, onion, panko, Worcestershire sauce, 1½ tablespoons of the oil, 2 teaspoons of the garlic, 2 teaspoons of the thyme, 1 teaspoon of the salt, and ¼ teaspoon of the pepper in a large bowl. Mix together using your hands just until incorporated. Divide turkey mixture evenly into 4 portions, and form each portion into a football-shaped loaf about 4 inches long and 2 inches thick. Set aside.
Place Brussels sprouts and carrots in a large cast-iron skillet. Add ¼ teaspoon of the salt and remaining 1 tablespoon oil and toss to coat. Spread in an even layer in the skillet and flip Brussels cut-side down. Arrange uncooked meatloaves on top of vegetable mixture. Bake in preheated oven until vegetables are browned and tender and a thermometer inserted into thickest portion of each meatloaf registers 165°F, about 25 minutes.
Remove skillet from oven. Transfer meatloaves and vegetable mixture to a platter and cover tightly with aluminum foil to keep warm. Do NOT wipe skillet clean.
Add butter to skillet, and melt over medium-high until sizzling. Add mushrooms in an even layer. Cook, undisturbed, until bottom sides are lightly browned, about 4 minutes. Stir mushrooms and cook until tender, about 2 minutes. Sprinkle with flour, and stir in remaining 1 teaspoon each garlic and thyme. Cook, stirring constantly, 1 minute. Slowly stir in stock, scraping up any flour stuck to bottom of skillet. Bring to a simmer over medium, stirring occasionally. Simmer, stirring often, until thickened to desired consistency, 4 to 5 minutes. Remove from heat and whisk in remaining ¼ teaspoon each salt and pepper.
Serve meatloaves and vegetables alongside hot cooked mashed potatoes. Top with gravy. Garnish with additional thyme leaves.