Combine the meatball ingredients in a large mixing bowl. Gently mix using your hands or a large spoon, being careful not to over-mix.
Form the meatballs using about 2 Tablespoons of the mixture at a time. Note: the mixture will be sticky. To make rolling it easier, keep it cold and lightly wet or oil your hands.
Place the meatballs on a rimmed baking sheet lined with parchment paper or foil. Bake at 400° for 25-30 minutes, until internal temperature reaches 165°F. Remove from oven.
Make the sauce by melting the butter in a large skillet over medium heat. Add the minced garlic and sauté 1-2 minutes.
Add the chicken broth, lemon juice, lemon zest, and capers. Stir in the heavy cream. Increase the heat to medium-high, bringing the sauce to a low boil. Simmer for 5 minutes.
Add the meatballs back into the skillet and cook for another 5 minutes or until the sauce has reduced to your liking.
Remove from heat; garnish with fresh parsley.