Preheat your oven to 400°F and grease a 9×13-inch baking dish. Set aside.
In a small bowl, combine the milk and breadcrumbs. Let sit for a few minutes until the breadcrumbs absorb the milk and become soft.
In a large mixing bowl, whisk together the egg, Worcestershire sauce, salt, pepper, parsley, and oregano. Add the ground beef and mix with your hands until well combined.
Stir in the minced onion, garlic, and soaked breadcrumbs until everything is evenly mixed.
Form the mixture into 1-inch meatballs and place them in the prepared baking dish. Bake for 10 minutes, then flip the meatballs and bake for another 10 minutes.
While the meatballs are baking, prepare the sauce:
In a medium saucepan, melt the butter over medium heat. Add the smashed garlic and cook until fragrant.
Whisk in the flour and cook for about 1 minute.
Gradually pour in the chicken broth, stirring constantly. Add the nutmeg, salt, and pepper, and bring to a boil. Let it simmer for 2-3 minutes.
Reduce the heat to medium-low, stir in the cream and parmesan cheese, and adjust the seasoning as needed. Let it cook for another 2-3 minutes.
Remove the smashed garlic from the sauce and pour it over the cooked meatballs in the baking dish (drain any excess fat first if necessary).
Sprinkle the mozzarella cheese over the top of the meatballs. Return the dish to the oven and bake for an additional 10-15 minutes, or until the cheese is melted, golden, and bubbling.
Allow the dish to cool for 5 minutes before serving. Enjoy!