1. Preheat your oven to 375°F (190°C).

2. Combine ground meat, egg, breadcrumbs, salt, and pepper in a large mixing bowl. Mix well with your hands or a wooden spoon until just combined.

3. Add chopped anchovy fillets, mustard, and softened butter to the meat mixture. Mix until just combined, being careful not to overmix.

4. Use your hands to shape the mixture into small meatballs about 1 ½ inches (3.8 cm) in diameter. You should end up with around 20-25 meatballs.

5. Place the meatballs on a baking sheet lined with parchment paper, leaving about 1 inch (2.5 cm) of space between each meatball.

6. Bake the meatballs in the preheated oven for 12-15 minutes or until cooked through and lightly browned on the outside.

7. Combine whole milk and Dijon mustard in a small saucepan. Whisk over medium heat until the sauce thickens and coats the back of a spoon, about 5-7 minutes.

8. Remove the meatballs from the oven and carefully place them in the creamy mustard sauce. Simmer the meatballs in the sauce for about 5 minutes or until they're fully coated and heated through.

9. Serve the meatballs hot, garnished with chopped fresh parsley and accompanied by boiled potatoes and lingonberry jam if desired.