Heat a cast-iron skillet or large, heavy saucepan over medium-high heat. In a bowl, soak the bread in the milk to soften.
In a large bowl, combine the beef and Worcestershire sauce; season with salt and pepper. Squeeze out the excess liquid from the bread and crumble it into the meat. Mix in the parsley, horseradish, garlic and egg. Roll the meat into 2- to 2 1/2-inch balls.
Add the EVOO to the hot pan, then add the meatballs and cook until browned, about 5 minutes. Add the beer and stock; cover the pan with foil and cook for about 15 minutes, shaking the pan occasionally.
In a small bowl, combine the first 3 dipping sauce ingredients; season with salt and pepper. Serve with the meatballs.