In a large mixing bowl, combine ground beef, plain breadcrumbs, egg, chopped onion, minced garlic, Cajun seasoning, smoked paprika, Worcestershire sauce, and parsley. Mix until well combined.

Shape the meat mixture into medium-sized meatballs, about the size of a golf ball. Place them on a tray.

In a pot, heat vegetable oil over medium heat. Brown the meatballs in batches for about 5-7 minutes per batch, then transfer to a plate.

Add more oil if needed, then whisk in flour over medium heat to create a roux. Cook until medium brown and nutty smelling, about 5-7 minutes.

Add chopped onion, bell pepper, and celery to the pot. Sauté for about 5-6 minutes until tender. Stir in minced garlic and cook for an additional 30 seconds.

Gradually pour in beef broth while stirring. Add bay leaf and bring to a simmer. Let gravy thicken for about 2-3 minutes.

Return the meatballs to the pot and submerge them in the gravy. Cover and simmer on low for 30-35 minutes, stirring occasionally.

Remove the bay leaf and adjust gravy consistency with broth or water if too thick. Garnish with parsley and serve over rice.