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Heat the oven to 375°F and grease a baking dish that measures 9×13 inches with nonstick spray. Put aside.
In a big bowl, combine the ground beef, breadcrumbs, egg, onion, nutmeg, garlic powder, salt, and pepper. Take a spoonful and shape it into small balls.
Warm olive oil in a big pan on medium-high heat. Put meatballs in a pan and cook until brown on all sides. (They will be ready after baking in the oven.) Take it out of the pan and put it on a plate.
In the same pan where you cooked the meatballs, pour in broth, cream, and Worcestershire sauce. Stir to loosen any bits stuck to the bottom of the pan.
Let it cook gently until it becomes a bit thicker, for around 10 minutes. Add salt and pepper to taste and take it off the heat.
Cook until the cheese is melted and bubbly, for approximately 20 minutes. Wait for 5 minutes before serving. Have fun!