Preheat the oven to 350 degrees F (175 degrees C). Coat a baking sheet with oil.
Combine ground sirloin, Worcestershire sauce, egg, bread crumbs, onion, salt, and pepper in a bowl. Mix well. Divide into golf ball-sized meatballs. Place on the prepared baking sheet.
Bake in the preheated oven until meatballs are no longer pink in the center, about 15 minutes.
Melt 2 tablespoons butter in a large skillet over medium heat. Add mushrooms; cook and stir until soft, about 10 minutes. Push mushrooms to the side of the pan.
Melt remaining 2 tablespoons butter in the skillet; whisk in flour. Add broth and mustard; bring to a boil. Add meatballs and cook until some sauce is absorbed, 10 to 15 minutes. Remove from heat. Add sour cream and stir to combine.