In a large bowl, combine ground chicken, beaten egg, Parmesan cheese, parsley, salt, pepper, milk, breadcrumbs, garlic, and onion. Mix gently until just combined, being careful not to overmix.
Using a 1-tablespoon scoop, form the mixture into meatballs, lightly greasing your hands to prevent sticking. You should get about 16 meatballs.
To a large nonstick skillet over medium heat*, add olive oil. Once the oil is shimmering, add the meatballs in a single layer. (Depending on the size of your skillet, you may need to work in batches.) Cook, turning occasionally, until browned on all sides, and the internal temperature reaches 165°F, about 8-10 minutes. Transfer the cooked meatballs to a plate and tent with aluminum foil to keep warm.
In a medium bowl, whisk together cranberry sauce, honey, Dijon mustard, balsamic vinegar, and chicken broth until smooth.
Wipe out the skillet if needed, then return it to medium-low heat. Pour in the cranberry sauce mixture and bring to a gentle simmer.
Add the cooked meatballs back to the skillet, turning to coat them in the sauce. Let them simmer for 3-4 minutes until the sauce thickens slightly and clings to the meatballs.
Sprinkle crumbled feta cheese and chopped rosemary over the meatballs just before serving. Serve warm.