FOR THE MEATBALLS ~ Soak the roll in the water for 10 minutes, then squeeze it dry & place it in a mixing bowl with the ground beef.
Add bacon, anchovy fillets, onion, egg, salt & pepper & mix thoroughly.
Shape the meat mixture into balls about 2 inches in diameter, then set them aside.
FOR THE BROTH ~ Put all the broth ingredients into a large pot & bring to a boil.
Add meatballs to the boiling broth & simmer over low heat for 20 minutes.
Remove meatballs with a slotted spoon then set them aside to keep warm, while reserving the broth.
FOR THE GRAVY ~ Heat butter in a skillet & stir in the flour, cooking for 3 minutes & stirring constantly.
Slowly blend in 2 cups of the reserved broth, then add the capers, lemon juice & mustard. Simmer for 5 minutes.
Remove a small amount of the gravy to blend with the egg yolk, then stir the egg mixture back into the gravy & season, if necessary, with salt & pepper.
Add the meatballs to the gravy & reheat if necessary before serving on a preheated platter.