Step 1
Place a rack in middle of oven; preheat to 325°. Season 4 whole turkey legs (thigh and drumstick; about 6½ lb. total), patted dry, all over with kosher salt and freshly ground pepper. Heat 3 Tbsp. vegetable oil in a large braiser or Dutch oven over medium-high. Working in 2 batches if needed to avoid overcrowding, arrange turkey legs, skin side down, in pot and cook, undisturbed, rotating pan on burner a few times to ensure even browning, until browned underneath and they easily release from pot, 8–12 minutes. Transfer turkey legs to a rimmed baking sheet, arranging skin side up. (No need to brown other side; turkey will still be raw at this point.)
Step 2
Add more oil if pot looks dry; arrange 2 large oranges and/or lemons, halved, and 2 heads of garlic, tops trimmed to expose cloves, cut side down in pot and add 3 large shallots, peeled. Cook, undisturbed, until deeply browned underneath, 2–3 minutes. Transfer each to baking sheet with turkey as they are done (it’s okay if some fall apart slightly).
Step 3
Add 6 Tbsp. (¾ stick) unsalted butter to pot and cook until melted. Sprinkle in ⅓ cup (42 g) all-purpose flour and cook, stirring constantly, until no pockets of dry flour remain, about 1 minute. Gradually pour in 4 cups low-sodium chicken broth, stirring constantly to combine. Bring to a simmer and cook until gravy is just starting to thicken, about 2 minutes. Stir in 3 Tbsp. Worcestershire sauce and season with salt and pepper.
Step 4
Nestle turkey legs into gravy, skin side up, then tuck oranges, garlic, and shallots around, arranging oranges and garlic cut side up. Add 1 small bunch thyme (about 10 sprigs), tied with kitchen twine, and cover pot tightly with a lid or foil. Braise 2 hours. (If your pot is too small to comfortably fit everything, transfer gravy to a 13×9″ baking dish before adding turkey legs and aromatics.) Uncover pot and continue to bake until turkey legs are deeply browned, meat shreds easily off the bone, and gravy has thickened a little, 45–55 minutes.
Step 5
Let turkey and gravy cool slightly before serving. Transfer to a platter if
desired. (If gravy has excess fat on top, skim off with a spoon and discard before
serving or spooning over legs on platter.)

