Preheat the oven to 350 degrees F (175 degrees C).
Combine bread crumbs, egg, Parmesan cheese, milk, and onion in a large bowl. Add sausage to bread crumb mixture; mix well. Shape into 20 meatballs and place them on a shallow baking pan.
Bake in the preheated oven until meatballs are cooked through, about 20 minutes. An instant-read thermometer inserted into the center of a meatball should read at least 160 degrees F (72 degrees C).