Adjust the oven rack to the upper-middle position and heat the oven to 350°F, then set a foil-lined wire rack in a rimmed baking sheet. This keeps the loaf from steaming and helps the glaze set.

Melt the butter in a skillet over low heat, then stir in the baking soda, add the onion and salt, and cook until softened, about 4 minutes. You'll see the onion turn translucent and glossy.

Stir in the garlic and thyme until fragrant, then add the Worcestershire and cook 1 minute more. The mixture should smell sharp and savory without browning.

Whisk together the ketchup, brown sugar, cider vinegar, and hot sauce in a saucepan, then simmer until slightly thickened, about 5 minutes. The glaze should cling to a spoon instead of running freely.

Set the glaze aside to cool slightly while you finish the meat mixture. It will brush on more smoothly.

Whisk the egg yolks and Dijon mustard into the cooled onion mixture, then add the turkey, Parmesan, parsley, and oats and mix by hand until combined. Stop as soon as it’s uniform so the loaf stays tender.

Shape the mixture into a 9x5-inch loaf on the rack. Aim for a tight, even surface so the glaze adheres.

Brush half the glaze over the top and sides, then bake for 40 minutes. Look for bubbling around the edges.

Brush on the remaining glaze and continue baking until the internal temperature reaches 160°F, about 35 to 40 minutes longer. The center should feel set, and the thermometer should read 160°F when inserted into the thickest part.