Preheat your oven to 450°F and place the rack in the middle position.
Mix the breadcrumbs and milk in a small bowl. Let it sit for 5 minutes.
In a large bowl, combine the rest of the meatball ingredients. Add the soaked breadcrumbs and mix everything well.
Roll the meat mixture into 1-inch balls and place them on an empty baking sheet. You should have about 30 meatballs.
Bake the meatballs for 16-18 minutes until brown on the top. Transfer the meatballs to a plate. Add ¼ cup of water to the pan and use a wooden spatula to scrape off the browned bits. Pour the liquid and bits into a small bowl and set aside for later.
To make the sauce
In a large pan, melt the butter over medium heat. Stir in the flour and cook for 2–3 minutes, stirring constantly, until it turns golden brown.
Slowly whisk in the beef broth, then add the Dijon mustard, Worcestershire sauce, and the pan liquid from earlier.
In a small bowl, add the sour cream. Scoop out ¼ cup of the sauce and mix it into the sour cream. This will prevent the sour cream from curdling.
Pour the sour cream mixture into the sauce and stir to combine.
Add the meatballs and cook until warm. Sprinkle with parsley before serving, and enjoy!