Heat half of the butter in a non-stick pan and cook the onions until translucent. Set aside and let cool.
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 combined. Then roll the meat into evenly sized balls. (To check the seasoning of the meat, cook a small teaspoon of the mixture in a nonstick pan until cooked and then taste it to determine if you need to adjust the seasoning before cooking the remaining mixture.)
In a non-stick pan over medium heat, brown the meatballs on all sides. Once browned, add the remaining butter to the pan. Stir in the flour and cook for 1 minute.
Slowly add the broth while whisking constantly. Bring to a simmer and add the capers, lemon juice, and sour cream. Let simmer for the flavor to build, stirring often. Once it's nice and flavorful remove from the heat. Season with salt and pepper to taste.