Preheat your oven to 375 degrees F.
Place the turkey wings in a large bowl along with the olive oil and toss to combine. Season the wings with salt, pepper, paprika, garlic powder, onion powder, Italian seasoning, and cayenne pepper. Make sure to evenly coat them with the spices.
Place the wings in a 9x13 baking dish and cover them with aluminum foil. Bake for 1 hour and 20 minutes.
Once the 1 hour and 20 minutes are up, remove the turkey wings from the oven and measure 1/4 cup of turkey drippings from the baking dish. You'll then want to prepare the gravy.
Add the butter to a skillet and allow it to melt. Once it melts, add the onions and cook for 2-3 minutes. Stir in the garlic and cook for 20 seconds.
Whisk in the flour and cook for 2 minutes while whisking continuously. Whisk in the turkey drippings, Worcestershire sauce, and hot sauce, and cook for 1 minute. Add the chicken stock, reduce the heat to medium-low and cook for 6-7 minutes while whisking frequently.
Add the heavy cream and season with salt and pepper. Cook for 1 minute.
Pour the gravy over the wings and make sure to cover the wings with the sauce. Bake uncovered for 40 minutes or until the turkey wings are nice and tender.
Right before serving, spoon the gravy all over the wings and enjoy!