In a large saute pan over medium-high heat, add 2 tablespoons of butter. Add onion and garlic and cook until softened, about 3 to 4 minutes. Allow to cool for 5 minutes and then add the bread crumbs. Put the meat, salt, pepper, allspice, cayenne, and parsley into a medium-sized bowl. Add the bread crumb mixture and mix well until all the ingredients are evenly distributed. Add the beaten egg and combine well. Using a heaping teaspoon of the meat mixture, begin forming small meatballs. Put the meatballs on a baking sheet and bake for 15 to 20 minutes.
In the same pan that the onions were cooked, add the remaining 2 tablespoons of butter. Add the reserved 1/4 cup of onion and cook over medium-high heat until a slight color develops, about 4 to 5 minutes. Add the flour and stir to form a roux. Cook for 1 minute and then add the wine and broth. Bring to a simmer and cook until sauce thickens, about 3 to 4 minutes. Add the sherry vinegar and sour cream and whisk until smooth. Pour the sauce over the meatballs and scatter the cheese and chives on top. Put the meatballs in the oven until the cheese is melted. Transfer the meatballs to a serving dish and serve.