Heat oil in a skillet over medium, add onions, salt & pepper, cook 15-20 minutes, stirring frequenlty or until caramelized.
Add thyme, sauté for minute or two, then add the wine and beef broth.
Reduce until very little liquid remains.
For the meatballs:
Combine all ingredients except the cheese in a large bowl, and gently combine with your hands.
Divide the meat mixture into sixteen equal pieces.
Take one piece of the meat mixture and flatten slightly into a patty. Place about a half tablespoon of the onions and one cube of cheese in the center of the patty and wrap the meatball around the onions and cheese, sealing as best you can. Repeat with the remaining meat, onions, and cheese cubes.
Preheat your oven to 375°F.
Heat the oil in a skillet over medium high heat. Add the meatballs and brown on all sides.
Whisk together the sauce ingredients and pour over the meatballs. Place in the oven and bake for 15-20 minutes. If you are not using an oven-safe skillet, transfer to a casserole dish before pouring over the sauce.
Sprinkle the shredded cheese over the meatballs and return to the oven for another 15-20 minutes, or until cooked through, then place under the broiler for 2-3 minutes, or until the cheese is browned and bubbly.
Garnish with fresh parsley, if desired.
Recipe by Cupcakes & Kale Chips at http://cupcakesandkalechips.com/2014/06/08/french-onion-soup-au-gratin-stuffed-meatballs/