1. FOR THE MEATLOAF: Adjust oven rack to upper-middle position and heat oven to 350 degrees. Line wire rack with aluminum foil and set in rimmed baking sheet. Melt butter in 10-inch skillet over low heat. Stir baking soda into melted butter. Add onion and 1/4 teaspoon salt, increase heat to medium, and cook, stirring frequently, until onion is softened and beginning to brown, 3 to 4 minutes. Add garlic and thyme and cook until fragrant, about 1 minute. Stir in Worcestershire and continue to cook until slightly reduced, about 1 minute longer. Transfer onion mixture to large bowl and set aside. Combine oats, cornstarch, 3/4 teaspoon salt, and 1/2 teaspoon pepper in second bowl.
2. FOR THE GLAZE: Whisk all ingredients in saucepan until sugar dissolves. Bring mixture to simmer over medium heat and cook until slightly thickened, about 5 minutes; set aside.
3. Stir egg yolks and mustard into cooled onion mixture until well combined. Add turkey, Parmesan, parsley, and oat mixture; using your hands, mix until well combined. Transfer turkey mixture to center of prepared rack. Using your wet hands, shape into 9 by 5-inch loaf. Using pastry brush, spread half of glaze evenly over top and sides of meatloaf. Bake meatloaf for 40 minutes.
4. Brush remaining glaze onto top and sides of meatloaf and continue to bake until meatloaf registers 160 degrees, 35 to 40 minutes longer. Let meatloaf cool for 20 minutes before slicing and serving.