For the turkey: Preheat the oven to 250 degrees F and place a cooling rack over a rimmed baking sheet.
Mix together the milk, eggs and hot sauce in a shallow dish, such as a pie pan. Set aside.
Stir together the flour, baking powder, garlic powder, paprika, cayenne, 2 teaspoons salt and a generous amount of freshly ground black pepper in a separate shallow dish.
Pat the turkey legs dry and sprinkle with some salt and pepper. Place 1 turkey leg in the flour mixture and turn to coat. Transfer the turkey to the egg mixture and turn to coat. Return the turkey to the flour mixture and turn to coat. Shake off any excess coating and place the coated turkey on a clean plate. Continue the coating process with the remaining turkey legs.
Heat about 3/4 inch oil in an extra-large skillet over medium heat until a deep-frying thermometer registers 325 degrees F (do not allow the oil to go above 325 degrees F). Fry the turkey legs in batches until golden brown on each side and an instant-read thermometer inserted in the thickest part of the meat (not touching bone) registers 165 degrees F, 10 to 12 minutes per side. Transfer the finished turkey legs to the rack on the baking sheet and keep warm in the oven while you fry the rest.
For the gravy: After all the turkey is fried, pour the oil into a heatproof bowl and reserve; do not clean the skillet. Return the skillet to the stove over medium-low heat. Add 1/4 cup of the reserved oil to the skillet and, once hot, sprinkle the flour over the top. Whisk until combined and continue to cook, whisking constantly, until the flour mixture turns a deep golden brown, 1 to 2 minutes.
Slowly pour in 3 cups milk, whisking constantly, and add the garlic powder, paprika, 1 teaspoon salt and a few grinds of black pepper. Cook, whisking occasionally, until the gravy is smooth and thick, 5 to 10 minutes. Add more milk if the gravy becomes too thick. Season with salt, pepper and a few dashes of hot sauce, if using.
Spoon the gravy on a large serving platter and place the warm turkey legs on top. Sprinkle with sliced scallions and serve with additional gravy alongside.
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