Step 1Heat oil in large nonstick skillet over medium heat. When hot, add onion, celery, bell pepper and garlic. Cook, stirring often, until just starting to soften, about 6 minutes. Transfer to bowl. Stir in bread crumbs, 1/4 cup chili sauce, milk, egg, Worcestershire sauce, salt, cayenne pepper, cumin and black pepper to taste. Mix well. Add turkey, using fork to work into vegetable mixture. Let rest 10 minutes.
Step 2Transfer to shallow baking dish lined with foil and shape into 8x5-inch oval; mixture will be moist. (Can be covered tightly and refrigerated at this point up to 1 day.) Before baking, spread remaining chili sauce over top and sides.
Step 3Bake, uncovered, at 375 degrees until internal temperature registers 185 degrees, about 45 to 50 minutes. Serve hot or at room temperature.