Heat the butter in a nonstick pan and cook the onions until translucent. Set aside and let cool.
While you prepare the meatballs, start heating the broth in a wide pot on medium heat.
In a bowl add the ground beef, breadcrumbs, milk, cooked onions, chopped parsley, finely chopped capers, and season with salt and pepper. Mix well until the mixture is very smooth. (To check the seasoning of the meatballs, roll a small ball of meat and place it in the simmering broth until cooked and then taste it. Add more salt or pepper if necessary to the meat mixture before rolling the balls.)
Dampen your hands with water, form the mixture into evenly sized meatballs and cook them for about 10 minutes in the simmering broth. Remove the meatballs from the broth with a slotted spoon and keep warm. Save the broth.
For the sauce: Melt the butter in a heavy-bottomed pan. Sprinkle the flour in the pan and cook shortly while whisking. Slowly add the broth while whisking constantly. Bring to a boil and add the capers, lemon juice, sour cream, white wine, and sugar. Season with salt and pepper to taste. Let simmer on a very low flame for about 10 minutes, stirring often. Remove from the heat.
Add the meatballs to the sauce and let simmer on a very low heat for 10 minutes.