Preheat the oven to 425 degrees F. Place a wire rack in a rimmed baking sheet.
For the wings: Pat the turkey wings completely dry and place them onto a work surface or cutting board. Combine the garlic powder, onion powder, smoked paprika, sweet paprika, cayenne pepper, oregano, thyme, 1 tablespoon salt and 2 teaspoons black pepper in a medium bowl; generously rub all over the turkey wings, making sure to pick up whatever falls onto the board and sprinkle back onto the turkey (it may look like too much seasoning, but it will flavor the turkey and the gravy so don’t skimp!).
Transfer the wings to the prepared baking sheet. Add 2 cups water to the bottom of the baking sheet and tightly wrap foil over the wings and baking sheet. Bake until the wings are cooked through and just slightly tender but unable to pull away with a fork, about 1 hour.
Meanwhile, make the gravy: Melt the butter in a 12-inch cast-iron skillet over medium-high heat. Add the green pepper, onion, celery, garlic 1/2 teaspoon salt and a few grinds of black pepper and cook, stirring occasionally, until the vegetables have softened, 5 to 6 minutes. Sprinkle the vegetables with the flour and stir to combine. Slowly pour in the stock, stirring constantly until no lumps remain from the flour. Stir in the Worcestershire sauce, hot sauce, bay leaves, 1/2 teaspoon salt and a few grinds of black pepper and bring to a simmer. Reduce the heat to low.
Unwrap the wings and carefully nestle them into the gravy using tongs. Tightly cover the skillet with foil and simmer until the wings are completely tender and the meat can easily be pulled away with a fork, about 25 minutes. Pour the heavy cream into the gravy around the turkey and gently mix with a spoon as much as you can. Let simmer until heated through, 2 to 3 minutes. Garnish with parsley. Remove the bay leaves before serving.
Homemade turkey stock will give the gravy incredible flavor. If you don't have turkey stock on hand, use an equal amount of low-sodium chicken broth.