To make the ravioli: in a medium bowl, stir together the turkey, cranberry sauce, cheese, bread crumbs, parsley, egg, salt, and pepper. Place 10 wonton wrappers on a work surface. Brush lightly with water using a pastry brush. Place 1 tablespoon of the turkey mixture on each of the wonton wrappers. Top with another wonton wrapper. Push out any air bubbles and press the edges tightly to seal.
To make the gravy: in a medium, heavy skillet, heat the butter over medium heat. Add the shallots and cook until tender, about 5 minutes. Add the flour and stir until cooked, about 1 minute. Slowly add the chicken broth, stirring quickly to avoid lumps. Add the cream, parley, salt, and pepper and cook, without boiling, for 2 minutes, stirring often.
Meanwhile, bring a large pot of salted water to a boil over high heat. Add the ravioli and cook until tender but still firm to the bite and the turkey is cooked, stirring occasionally, about 3 minutes. Drain the ravioli into the gravy and stir to coat. Serve immediately in individual dishes, drizzled with the remaining gravy.