Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.

In a large mixing bowl, combine ground beef, breadcrumbs, milk, egg, minced onion, minced garlic, chopped parsley, 1 tsp Worcestershire sauce, 1 tsp salt, and 1/2 tsp black pepper.

Mix gently but thoroughly with your hands until all ingredients are just combined. Be careful not to overmix, as this can make the meatballs tough.

Roll the mixture into 1.5-inch meatballs (approximately 24 meatballs). Place them on the prepared baking sheet, ensuring they are not touching.

Bake for 15-20 minutes, or until browned and cooked through. Alternatively, you can sear them in a hot skillet with a little oil until browned on all sides, then finish cooking them through. Set aside.

While meatballs are baking, in a large skillet (the one you might use for searing or a clean one), melt 3 tbsp butter over medium heat.

Whisk in 3 tbsp all-purpose flour and cook for 1-2 minutes, stirring constantly, to create a roux. It should be a pale golden color.

Gradually whisk in 2 cups beef broth, a little at a time, until smooth and no lumps remain. Bring to a simmer, whisking occasionally, until the gravy thickens to your desired consistency.

Stir in 1 tsp Worcestershire sauce, 1 tsp Dijon mustard, 1/4 tsp salt, and 1/4 tsp black pepper. Add 1 tsp chopped fresh thyme if using. Taste and adjust seasonings as needed.

Add the cooked meatballs to the gravy in the skillet. Gently stir to coat them.

Simmer for another 5-10 minutes over low heat, allowing the meatballs to absorb the flavors of the gravy and ensuring they are heated through.

Serve hot over mashed potatoes, egg noodles, or rice. Garnish with extra fresh parsley if desired.