Preheat your oven to 375°F and line a sheet pan with foil or parchment paper. Brush the surface with olive oil to lightly coat it.
Add all of the meatball ingredients to a large mixing bowl and mix until just combined. Do not overmix, or the meatballs will be too firm.
Use a small cookie scoop to scoop the meatballs onto the prepared sheet pan. They should be around 1 to 1½ tablespoons in size. Wet your hands and roll the meatballs in your palms to shape them into round balls.
Bake for 15-18 minutes, until the internal temperature reaches 165°F and the meatballs are lightly browned.
Marsala Sauce
While the meatballs bake, melt the butter, then add the mushrooms and thyme. Cook for around 5-6 minutes, stirring occasionally, until the mushrooms are browned and sizzling. Add the garlic and cook for around 30-45 seconds, stirring constantly to avoid burning. Add the flour and cook for another minute, stirring frequently, until the flour is lightly browned.
Add the Marsala wine and scrape up any brown bits from the bottom of the pan. Then add the cream and chicken broth and stir until the mixture begins to simmer. Cook for 3-4 minutes, stirring occasionally, until slightly thickened. Add the chicken meatballs to the pan and cook for an additional 2-3 minutes.
Notes
Store leftovers in an airtight container and refrigerate for up to 3 days.Reheat leftovers gently on the stovetop over medium-low heat or in the microwave. Stir in a splash of chicken broth if the sauce has thickened too much.