Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a mixing bowl, combine the ground beef, ground pork, finely chopped onion, breadcrumbs, milk, egg, salt, black pepper, allspice, and nutmeg. Mix until well combined.
Shape the mixture into meatballs, about 1 inch in diameter, and place them on the prepared baking sheet.
Bake the meatballs in the preheated oven for 15-20 minutes, until cooked through and browned.
While the meatballs are baking, prepare the sauce. In a large skillet, melt the butter over medium heat. Stir in the flour and cook for about 2 minutes to create a roux.
Gradually whisk in the beef broth, ensuring there are no lumps. Continue to cook until the sauce thickens, about 5 minutes.
Lower the heat and stir in the heavy cream and soy sauce. Season with salt and pepper to taste.
Once the meatballs are done baking, add them to the sauce and simmer for an additional 5-10 minutes, allowing the flavors to meld together.
Serve warm, garnished with chopped parsley if desired.