Heat oven to 425 degrees. In a medium bowl, combine panko and milk and mix well; let stand until the milk is absorbed, about 3 minutes. Add egg, cheese, capers, garlic, oregano, ½ teaspoon of salt and ¼ teaspoon of pepper and mix until well blended.

Add chicken to the panko mixture and gently mix just until well incorporated. Using moistened hands, form mixture into 12 equal meatballs. (The uncooked meatballs are very soft, but they can be placed in the freezer for about 10 minutes to firm up and hold their shape better during cooking. The meatball mixture can also be made a few hours ahead and chilled in the refrigerator, which makes the meatballs easier to form. Roll the balls again just before cooking to reshape.)

In a large cast-iron or other heavy skillet, heat oil over medium. Add meatballs and cook, turning occasionally, until mostly lightly golden all over (they will continue to brown in the oven), about 5 minutes. Transfer to the oven and roast, turning meatballs halfway through, until tender and cooked through, about 10 minutes.

Divide meatballs among 4 plates.

Place the skillet over medium-high heat and add the broth. Bring to a boil, stirring to lift up any browned bits on the bottom of the skillet. Cook until slightly reduced, about 3 minutes. Add butter, lemon juice and parsley and stir until well combined. Season to taste with salt and pepper.

Spoon the pan sauce over the meatballs. Serve warm with noodles or rice and lemon wedges on the side, if desired.