As I just posted in my Low Carb Roux post, Xathan Gum is the magic zero net carb thickener. Xanthan gum has 7g of carbs per serving and 7 g of fiber per serving for a 0 net carb rating. :)
When making gravy from my roasted/baked turkey or chicken, I add one teaspoon of xanthan gum at a time. Xathan gum soaks up much more liquid than flour and thus thickens with far less! I use a mixture of Xanthan gum and water to make a thickening gel for my youngest (he has Mitochondrial Disease, which causes him to have swallowing problems). Xanthan gum is also used in gluten-free baking to give products more of a wheat texture and helps the products rise.
This is really something you'll have to play around with. Since my baked turkeys and chickens never yields the exact same amount of liquid, I've learned to add a little at a time until the desired gravy thickness is reached.
Happy low carb eating!