Arrange a rack in the upper third of the oven and heat the oven to 425°F. Line a rimmed baking sheet with aluminum foil and coat the foil lightly with cooking spray.
Stir ½ cup finely chopped fresh parsley leaves, ½ cup dried breadcrumbs, ¼ cup of the grated yellow onion, 2 minced garlic cloves, 1 ounce finely grated Parmesan cheese (about ¼ cup), ¼ cup of the whole milk, 1 large egg, 1 tablespoon plus 1 teaspoon of the Cajun seasoning, and ¼ teaspoon black pepper together in a large bowl.
Mix in 1 ½ pounds ground chicken until evenly combined; do not overmix or the meatballs will be tough. Scoop out the mixture in heaping 2-tablespoon portions (about 30) and roll between damp hands until a smooth ball forms. Place on the baking sheet, spacing them evenly apart.
Roast until cooked through and an instant-read thermometer inserted in the center of a meatball registers at least 165°F, 12 to 15 minutes. Meanwhile, make the sauce.
Heat 2 tablespoons neutral oil in a 12-inch frying pan or skillet over medium heat until shimmering. Add the remaining ¼ cup grated onion, 2 minced garlic cloves, and 1 tablespoon tomato paste. Cook until the tomato paste is darkened in color, about 1 minute. Add 2 tablespoons all-purpose flour, and stir for 30 seconds to 1 minute to cook the flour taste out.
Slowly whisk in the remaining 1 cup whole milk and 1 cup low-sodium chicken broth until smooth. Bring to a simmer. Add the remaining 1 teaspoon Cajun seasoning and ½ teaspoon kosher salt. Simmer gently, whisking occasionally, until the sauce thickens slightly and coats the back of a spoon, about 5 minutes. Taste and season with more kosher salt as needed. If the meatballs are not ready yet, take the pan off the heat.
When the meatballs are ready, turn on the broiler and broil until the meatballs are browned, 2 to 4 minutes. Transfer the meatballs to the sauce and gently stir to coat. Garnish with more chopped parsley leaves if desired.
