Preheat and Prepare: Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Make the Meatballs: In a large mixing bowl, combine ground chicken, breadcrumbs, egg, Parmesan cheese, garlic, dried parsley, salt, and pepper. Mix until well combined but avoid overmixing. Shape the mixture into 1-inch meatballs and place them on the prepared baking sheet.
Bake: Bake the meatballs for 15-18 minutes, or until they are golden and cooked through (internal temperature should reach 165°F).
Prepare the Sauce: While the meatballs bake, heat olive oil and butter in a medium skillet over medium heat. Add minced garlic and sauté until fragrant, about 1 minute.
Add Liquids: Stir in chicken broth, lemon juice, and capers. Let the sauce simmer for 3-4 minutes to reduce slightly. If using heavy cream, add it now and stir until the sauce is smooth.
Combine and Serve: Transfer the baked meatballs into the skillet with the sauce. Toss gently to coat the meatballs in the sauce. Garnish with fresh parsley and serve warm.