Preheat your broiler to high and line a baking sheet with parchment paper. Drizzle a little olive oil on the sheet.

Tear the white bread into small pieces and combine with milk, grated Parmigiano Reggiano, and an egg. Let sit for 5 minutes.

Add diced shallots, capers, lemon zest, salt, and chopped parsley to the bowl. Mix gently.

Add ground chicken to the mixture and form into meatballs, about 1-1.5 inches in diameter.

Broil the meatballs for approximately 7 minutes, until golden brown on top.

Heat olive oil in a skillet over medium heat. Add more diced shallots and sauté for 3-4 minutes.

Sprinkle in flour and whisk together for about a minute. Gradually add chicken broth and lemon juice, stirring continuously.

Gently add the broiled meatballs to the simmering sauce. Cook together for an additional 5 minutes.

Garnish with remaining chopped parsley and serve hot, topped with freshly grated cheese if desired.