Heat a skillet with the oil over Medium. Add the Onions, Salt and Pepper. cook for 15-20 minutes. Stir frequently until caramelized
Add the Thyme and saute for 2 minutes
Add the Wine and Beef Stock. Cook to reduce until little liquid remains. Spread the Onions in the bottom of your Casserole dish
In a mixing bowl combine the Meat, Bread Crumbs, Parsley, Salt, Pepper and Egg. Then divide the meat mixture into 16 equal portions.
Flatten a portion of the Meat into a patty. Place a cube of the Cheese along with about 1/2 a Tb of the Onions in the middle of the patty then seal it up to form the meatball. Repeat with the rest of the patties.
Preheat your Oven to 375 and Heat the Oil over Medium-High heat in the skillet you cooked the Onions in then place the patty's seam side down. Brown on all sides
Once browned place them on top of the remaining Onions in the Casserole dish.
Whisk together the Sauce ingredients and pour over the top of the Meatballs.
Bake for 15-20 minutes. Remove from the Oven and sprinkle the shredded cheese over the top then return to the Oven for a final 15 minutes. Place the meatballs under the broiler for the final 2-3 minutes to brown the cheese.
Garnish with additional fresh Parsley and serve the Meatballs and Onion Sauce with either toasted crusty Bread or with Potatoes