Preheat oven to 350 degrees. Line a large rimmed baking sheet with foil. Spray the foil with non-stick cooking spray.
In a medium mixing bowl, stir together the bread crumbs and warm milk to moisten. Add the pork, beef, shallots, beaten eggs, salt, pepper, and allspice. Using your hands, work the mixture together until everything is well combined. The mixture will be loose and quite moist. Using a medium cookie scoop, portion the meatballs, rolling them into balls using the palms of your hands. Place the meatballs onto the prepared baking sheet. Bake the meatballs for 15-20 minutes, until browned and cooked through.
While the meatballs are baking, prepare the gravy. Place a large skillet over medium heat. melt the butter. Whisk in the flour until it all comes together and forms a roux. Continue cooking the roux for about 2 minutes, to cook out the floury taste. Vigorously whisk in the warm milk and 2 1/2 cups of the beef broth until smooth and combined. Stir in the Worcestershire sauce and nutmeg. Season with salt and pepper to taste. Bring the gravy to a boil, turn down the heat, and simmer until thickened, about 5 minutes. Add the other half cup broth as needed to thin out the gravy (you may not need it). Turn off the heat and str in the sour cream. Add more salt and pepper as needed to taste.
Remove the meatballs from the oven and, using a spatula, transfer them to the pan of gravy. Stir the meatballs gently to coat. Garnish with finely chopped chives, if using. Serve with lingonberry jam on the side.