Soak the torn White Bread Roll in Milk until fully softened, then squeeze out excess milk and crumble the bread into a large bowl.
Finely chop one Onion and add it to the bowl with the soaked bread, then add the Mixed Ground Meat, beaten Egg, minced Anchovy Fillet, Dijon Mustard, a generous pinch of Salt, freshly ground Black Pepper, and a grating of Nutmeg; mix gently until just combined and form into walnut-sized meatballs.
In a wide pot combine Water and Dry White Wine with a halved second onion, a Bay Leaf, a few Allspice Berry and Black Peppercorn, and a little salt; bring to a gentle simmer to make the poaching liquid.
Carefully add the meatballs to the simmering liquid in batches so they don’t crowd, poach them at a low simmer until cooked through (about 12–15 minutes), then remove with a slotted spoon and keep warm while you make the sauce; reserve about 2–3 cups of the cooking liquid.
Melt Unsalted Butter in a saucepan over medium heat, stir in All-Purpose Flour to make a pale roux and cook 1–2 minutes without browning, then slowly whisk in the reserved Poaching Broth until smooth and slightly thickened.
Stir in Heavy Cream and simmer gently to reach a velvety consistency, then remove from the heat and temper in the Egg Yolk by whisking a little hot sauce into the yolk before returning it all to the pan.
Finish the sauce by stirring in Capers, a splash of Caper Brine, and Lemon Juice; season to taste with salt, a pinch of Sugar if needed to balance acidity, and White Pepper.
Return the meatballs to the sauce and warm through over low heat for a few minutes so the flavors meld.
Meanwhile, boil Waxy Potatoes in salted water until tender, drain, toss with a little butter and chopped Parsley, and serve alongside the Klopse with plenty of sauce spooned over the meatballs.
