Preheat oven to 350 degrees F (175 degrees C). Lightly spray a baking sheet with cooking spray.
Heat oil in a skillet over medium-high heat; saute onion until softened, 5 to 10 minutes. Mix sauteed onion, bread crumbs, cottage cheese, torn bread, pecans, nutritional yeast, wheat germ, poultry seasoning, soy sauce, sage, and thyme together in a bowl; form into croquettes and place on the prepared baking sheet.
Bake in the preheated oven for 20 minutes. Pour gravy over croquettes and continue baking until cooked through, about 30 minutes more.