Place all of the meatball ingredients in a large bowl and use your hands to thoroughly combine the mixture. Form the mixture into 30 uniformly sized meatballs. They will weigh about 30 grams/1 ounce each. You can make them larger if you prefer. Cover and chill for at least 30 minutes or overnight.
Heat the oil over medium high heat in a large skillet or saute pan with lid. Working in batches, brown the meatballs on all sides then transfer them to a plate.
Melt the butter to the skillet, add the flour, and whisk continually until the flour is dissolved. Continue whisking for a few minutes until the roux is a deep golden brown. Gradually pour in the chicken broth while continuing to whisk to avoid clumping and until the mixture is smooth and thickened. Add the Dijon mustard, Worcestershire sauce, salt, pepper and heavy cream. Whisk to combine.
Nestle the meatballs in the sauce, bring to a simmer, turn the heat to medium-low, place the lid on the skillet, and continue to lightly simmer for about 15 minutes. Add salt and pepper to taste.Serve garnished with some chopped chives or parsley if desired. The classic Swedish accompaniments are mashed potatoes, lingonberry jam, and either quick pickled cucumbers, cucumber salad or pickled beets.