Stir breadcrumbs and milk in a bowl to make a panade; let stand 5 minutes.
Combine beef, half the onion and garlic, 1 tbsp Worcestershire, ketchup, Dijon, 1 tsp salt, 1/2 tsp pepper.
Mix gently; fold in panade.
Shape 1 to 1.25-inch meatballs; place on a sheet pan.
Heat olive oil in a skillet over medium-high. Brown meatballs in batches; transfer to slow cooker.
Reduce heat to medium and melt butter. Cook mushrooms and remaining onion until golden, 5 to 6 minutes.
Stir in thyme and onion powder; cook 30 seconds until fragrant.
Pour in broth and remaining Worcestershire; scrape browned bits. Bring to a simmer.
Pour sauce into slow cooker. Nestle meatballs in gravy; cover and cook on Low 4 hours.
Whisk cornstarch and water to make a slurry. Switch cooker to High.
Stir in slurry and cook until thickened, 10 to 15 minutes.
Season with remaining salt and pepper; stir in remaining parsley. Serve hot.