In a large mixing bowl, combine the ground beef, breadcrumbs, Parmesan cheese, diced onion, minced garlic, egg, BBQ sauce, Worcestershire sauce, salt, and black pepper. Mix until all ingredients are well combined.
Using your hands, form the mixture into meatballs, about 1.5 inches in diameter. Place the meatballs on a baking sheet lined with parchment paper or a silicone mat.
Bake the meatballs in the preheated oven for 20 minutes.
Remove the meatballs from the oven and carefully flip them over. Top each meatball with a sprinkle of shredded cheddar cheese and a little extra BBQ sauce.
Return to the oven and bake for an additional 5 minutes, or until the cheese has melted and is bubbly.
Once done, remove from the oven and let them cool for a few minutes before serving. Optionally, garnish with chopped fresh parsley.