For the meatballs, pre-heat the oven to 400ºF.
Heat a sauté pan over medium to medium-high heat; melt the butter. Add the onion, celery and garlic; season with salt, pepper and thyme. Cook to tender, 7-8 minutes. Deglaze with sherry or wine, let cool.
Soak the bread in the milk while the veggies cool.
Place the meat in a mixing bowl; season with salt and pepper. Squeeze the liquid out of the bread and crumble the bread into the bowl. Add the cooked vegetables, parsley, Worcestershire sauce, mustard and eggs, combine to mix but do not overwork.
Place a piece of parchment on a baking sheet and roll the meat into 18 balls. Spray them with cooking spray and roast for about 15-18 minutes, until lightly crispy and golden and cooked through.
Cool and store for a make-ahead meal. Reheat, covered, in a pre-heated 375ºF oven with a splash of water in the bottom of the dish. Once the meatballs are hot, uncover and let them crisp up for 5 minutes.
For the mash, fill a pot half-way with cold water; peel and add the potatoes as they are chopped or, if you peeled up the potatoes ahead, place in a pot and fill with fresh water. (You can make the potatoes the night you serve or peel up the potatoes ahead of time and store them in the fridge covered in water.) Add enough water to cover the potatoes, then cover the pot and place over high heat to bring to a boil. Once the water boils, remove the lid, salt the water and cook uncovered at a low boil until fork-tender. Drain and return to the hot pot. Mash the potatoes with the sour cream and cream, a liberal dose of pepper, horseradish and the chives; salt to your taste. If you wish to make the potatoes ahead of time and hold them for a couple of hours, place an inch of water in a large pot and bring to boil. Reduce the heat to low and place a smaller pot filled with the potatoes into the simmering water and cover that pot.
For the gravy, melt the butter in a saucepan over medium-high heat. Whisk in the flour, bring to a bubble, then whisk in the stock and Worcestershire sauce, season with black pepper and thicken. Temper the egg yolk by lightly beating a ladle of gravy into it, then whisk it into the sauce. Cool and store; reheat over medium heat, adding a little more stock if necessary to loosen.
In shallow bowls, spoon in enough potatoes to gently mound up, then arrange a few meatballs in the center of the mound. Ladle gravy down over top and garnish with parsley.