Preheat the oven to 450 degrees.
Heat a skillet over medium heat and add the olive oil. Stir in the shallot, celery, and carrots. Cook until fully softened and translucent, about 5 minutes.
In a medium bowl, add the cooked vegetables and all of the other meatball ingredients. Use your hands to bring the mixture together, until just combined and the ingredients are evenly distributed. (The meatball mixture will be very wet! That's okay!)
Line a baking sheet with parchment paper.
Use a 2 Tablespoon cookie scoop to scoop out the meatballs. Place them on a parchment paper lined baking sheet. Bake for 12-15 minutes or until the meatballs are cooked through (165 internal temperature)
Add the gravy to a microwave safe mug and microwave for 30 seconds to warm it up.
Once the meatballs come out of the oven, brush the gravy on top. Garnish with chopped fresh parsley. Serve with extra gravy on the side!