Preheat oven to 400 degrees and line a baking sheet with nonstick parchment paper.
Heat a large skillet to medium heat and add 2 tablespoons oil. When oil moves quickly around the pan, add shallot. NOTE: you can add the shallot for both meatballs and cream sauce here. Saute, stirring every minute or so, until softened and translucent, 4-5 minutes. Add garlic (can also add garlic for cream sauce) and stir constantly for 30 seconds. IF you added the shallot and garlic for the cream sauce, scrape out approximately half of your shallot/garlic mixture into a large, heatproof bowl, and set the skillet aside.
To that large bowl, add remaining meatball ingredients, EXCEPT feta. Use cleans hands to evenly incorporate, then dollop mixture onto baking sheet, forming 14 ‘blobs’ (don’t worry about shaping yet). I dampen my fingers several times to help prevent sticking.
Flatten turkey blobs and sprinkle some feta in the middle of each, then close up and form a ball. I keep dampening my fingers throughout this process.
Bake meatballs for 20 minutes, or until no pink remains in the center.
Make Broccoli Cream Sauce while Meatballs are cooking: Add another two tablespoons oil to the skillet that has the remaining shallot/garlic mixture and turn to medium-low heat. When oil moves quickly around the pan, add capers, sundried tomatoes, half and half/coconut milk, salt and pepper.
Bring mixture to a simmer. In a small bowl, whisk together starch and 1 tablespoon water, then add to the skillet. Stir constantly until thickened.
Add frozen broccoli and cook, stirring frequently, until broccoli is warmed through.
Serve with meatballs, and any other side of your choice. I like rice or couscous! Leftover sauce and meatballs will keep tightly sealed in the fridge up to 4 days. Meatballs will freeze for 3 months.