Preheat your oven to 425°F (220°C). Pat the turkey wings completely dry with paper towels. In a small bowl, combine the garlic powder, onion powder, smoked paprika, sweet paprika, oregano, thyme, cayenne, kosher salt, and black pepper. Rub this spice mixture generously all over each turkey wing.
Place a wire rack inside a large, rimmed baking sheet. Arrange the seasoned wings in a single layer on the rack. Pour 2 cups (480 ml) of water into the bottom of the baking sheet. Cover the entire sheet tightly with aluminum foil.
Bake for 1 hour. The wings should be cooked through but not yet falling apart.
While the wings bake, make the gravy. Melt the butter in a large, heavy-bottomed skillet or Dutch oven over medium-high heat. Add the diced onion, bell pepper, and celery. Cook, stirring occasionally, until the vegetables have softened, about 5 to 6 minutes.
Stir in the minced garlic and cook for another 30 seconds until fragrant. Sprinkle the flour over the vegetables and stir continuously for 1 minute to form a paste, called a roux.
Gradually pour in the stock while whisking constantly to ensure the gravy is smooth and free of lumps. Stir in the Worcestershire sauce, hot sauce, and bay leaves. Bring the mixture to a simmer, then reduce the heat to low.
Once baked, carefully remove the wings from the oven. Using tongs, nestle the hot wings into the simmering gravy in the skillet.
Cover the skillet with a tight-fitting lid or foil. Let it simmer gently over low heat for 25 to 30 minutes, or until the turkey meat is very tender and pulls away easily from the bone. A meat thermometer inserted into the thickest part should register at least 165°F (74°C).
Remove the skillet from the heat. Discard the bay leaves. Gently stir in the heavy cream and chopped parsley. Serve the wings hot with plenty of gravy.