Preheat the oven to 375º and line a baking sheet with aluminum foil. In a large mixing bowl, add in the ground beef, breadcrumbs, egg, Worcestershire sauce, seasonings, salt and pepper.
Using the raking method (using the four fingers, and not the thumb), rake the meat together to combine all the ingredients. Stop mixing when the meat comes together.
Take a large cookie scoop and scoop the meat mixture to form the meatballs. Spray a little nonstick spray into the palms of your hands, then roll the meatball in between your hands and place on the baking sheet. Repeat. Bake the meatballs for 28 minutes.
While the meatballs bake, melt 2 tablespoons of butter in a small saucepan then add the flour and whisk to make a roux. Pour in the beef stock, salt, and the dill. Bring to a rolling boil, then lower the flame to a simmer until thickened. Serve over the meatballs.
Notes
Do not over-mix - Use a raking method with your four fingers (tucking the thumb into your palm) to mix the meat and ingredients together just until the ingredients combine. Over-mixing the meat will cause the texture to get tough when baking or frying.
Use a Greased Baking Sheet - I've made these meatballs time and time again, and without fail, the times I've not greased the aluminum foil or the baking sheet, the meatballs fall apart. Remember to spray nonstick spray to either the sheet pan itself or the aluminum lining before adding the meatballs to the pan to bake.
Don't Skimp on Seasoning - Meatballs need a good amount of seasoning and flavor, so be sure to add the correct amounts if you are not used to "eyeballing" seasonings and spices.