Preheat oven to 400 degrees F. Place turkey leg portions on cutting board, skin side down. With a sharp knife, slice the meat from the bone, using long clean strokes. Work around to the underside of the bone and completely remove bone, being careful not to cut through the meat. Carefully remove tendons on the inside of the leg*.
Place leg bones, neck, wings, and back bones in a 15x10x1-inch baking pan. Roast, uncovered, until browned, about 45 minutes.
Meanwhile, remove leaves from thyme and chop; reserve stems. Season the inside of the legs with the chopped thyme leaves, salt and pepper. Reshape legs and tie with 100% cotton kitchen string by tying with about 6 to 8 knots per leg. Season outside with additional salt and pepper.
Place a roasting pan over medium-high heat. Add oil. Carefully add turkey legs and cook, turning every few minutes, until browned on all sides. Remove legs from pan. Drain fat reserving 1 tablespoon in pan.
Add onion, celery and carrots to pan; cook, stirring occasionally, over medium heat for 5 minutes. Carefully add wine to pan; stir to scrape up any browned bits. Add chicken stock, 2 bay leaves, the peppercorns and 2 cups water. Remove bones from oven and carefully add to pan (Discard any bones that do not fit in the pan). Bring to boiling. Reduce oven temperature to 350 degrees F. Add legs to pan.
Cover and roast until tender, about 2-1/2 hours. Cool; cover and chill overnight.
Chop reserved giblets; set aside. Remove legs from liquid. Strain cooking liquid, reserving 5 cups**. In a large saucepan melt butter; add giblets and cook 2 minutes. Stir in flour and cook 2 minutes more. Whisk in 1/4 cup of the reserved liquid until smooth. Add 3 3/4 cups reserved liquid and 1 bay leaf. Cook and stir until mixture comes to a simmer; cook 5 minutes. Cool and chill overnight. Remove strings from turkey legs. Cut each leg into 5 pieces. Place in a casserole dish with remaining 1 cup of the reserved liquid. Cover and chill overnight.
Place casserole dish in oven with turkey breast for the last 20 to 30 minutes of roasting or until heated through.
To reheat gravy, in a large saucepan bring 2 tablespoon water to a simmer; whisk in chilled gravy, discarding bay leaf. Heat through. Sprinkle with fresh thyme or sage.