Add all of the ingredients for the meatballs to a bowl. Use a spoon or your hands to mix the ingredients together until combined. Scoop 1.5 tablespoons of the meat mixture into your hands and roll it into a ball. Set aside and repeat until all of the meatballs have been made.
Heat a large skillet over medium/high heat. Add the meatballs to the skillet and brown the meatballs on all sides, about 1-2 minutes each side. Do not fully cook the meatballs, they will continue to cook in the sauce. Remove from the heat and set aside.
Next, prepare the sauce. Heat olive oil in a saucepan over medium heat. Add the onion to the saucepan and season with a pinch of salt and chili powder. Saute for 2-3 minutes. Add the garlic and tomato paste, saute for an additional minute.
Add the tomato sauce, ketchup, Worcestershire sauce, Dijon mustard, and brown sugar to the saucepan and whisk the ingredients together. Bring the mixture to a boil and then turn to low and allow the sauce to simmer for 5 minutes.
Transfer the skillet with the meatballs back onto medium heat. Pour the sloppy joe sauce over the meatballs. Move the meatballs around so they are coated in sauce. Bring to a simmer and cook the meatballs in the sauce until they reach an internal temperature of 165ºF.
Remove from the heat and serve the meatballs in a bowl, on a bun or as an appetizer.