Preheat the oven to 375 degrees F. (This is not part of the sauce steps but you’ll want the oven preheated by the time you are done with these steps.)
Place the meatballs into the baking dish, nestling them into the pasta.
In a large skillet on medium heat, melt the butter.
Add the flour, stirring constantly, for about 2 minutes.
Stir in the beef broth, water, Worcestershire, salt and pepper and bring it to a simmer. Stir often.
Reduce the heat to low/medium, and add the parsley and heavy cream. Stir everything together constantly and cook it until it thickens, about 10 minutes.
Carefully pour the sauce over the meatballs and pasta.
Bake the Swedish meatballs, pasta, and sauce in the preheated oven for 30 minutes.