Peel and halve the onion. Grate one half on a box grater and set aside for the meat mixture. Fill a large pot with water, add a generous amount of salt, the remaining onion half, and the bay leaf. Cover and bring to a gentle boil over medium-high heat.

In a large bowl, combine the grated onion, breadcrumbs, and cream. Allow the mixture to absorb the cream briefly. Add the ground pork, beef, egg, anchovies, 2 teaspoons of salt, and pepper. Using clean hands, mix just until the ingredients are evenly incorporated. Avoid overmixing to maintain tenderness. Shape the mixture into small, uniform balls approximately the size of golf balls; this recipe yields about 24 meatballs.

Reduce the heat under the pot of water to medium-low. The liquid should maintain a gentle simmer rather than a vigorous boil to prevent the meatballs from breaking apart. Carefully lower each meatball into the simmering water. Cook until fully set and no longer pink in the center, approximately 20 minutes. Turn off the heat and leave the meatballs in the warm broth while preparing the sauce.

In a separate saucepan, melt the butter over medium heat. Whisk in the flour and cook for one minute to form a roux. Gradually add about two cups of the hot broth from the meatballs (avoiding the bay leaf and onion), whisking continuously to achieve a smooth texture. Incorporate the cream, capers, caper brine, and salt. Continue to whisk for 5 minutes until slightly thickened. Taste and adjust seasoning as needed.

Using a slotted spoon, remove the meatballs from the broth and transfer them to a serving dish. Pour the warm cream sauce over the meatballs and garnish with chopped parsley if desired. Serve immediately while hot.