Pre-heat oven to 400ºF.
In a food processor, combine the parsley leaves, thyme leaves, chives, nuts, orange and lemon zest. Process until well chopped then stream about 1/4 cup EVOO into the machine while it’s working to combine everything together. Season the pesto with salt and pepper.
Loosen the skin of the turkey breast by gently working your hand between the skin and the meat. Rub the pesto under the skin, season the outside with salt and pepper and transfer to a baking sheet. Drizzle with 2 tablespoons EVOO and transfer to the oven. Roast until deep golden brown and cooked through, 45-50 minutes.
Turn the potatoes and Brussels sprouts out onto a baking sheet, drizzle with 2 tablespoons EVOO and season with salt and pepper. Place all the veggies cut-side down on the baking sheet and roast in the oven until tender, about 20 minutes. When the veggies have about 3 minutes left to roast, take them out and toss them with the grated Parmigiano Reggiano. Return them to the oven to brown up a bit.
While the turkey and veggies are roasting, place a medium saucepan over medium heat to melt the butter. Add the shallots to the pan and cook until tender, 4-5 minutes. Sprinkle the flour into the pan and cook for about 1 minute. Whisk the chicken stock and cream into the pan and simmer until thickened, 2-3 minutes. Season with salt and pepper.
To serve, slice the turkey breast and serve with the roasted veggies, shallot gravy and Cran-Marnier Sauce.