To make the meatballs, preheat the oven to 400°F. Lightly grease a 13-by-9-by-2-inch or 15 1/2-by-9 1/2-by-1-inch baking dish.

In a large bowl, combine the ground beef, egg, onions, bread crumbs, milk, Worcestershire sauce, salt and black pepper. Using your hands, mix until the ingredients are just combined. 

Shape the meat mixture by the tablespoonful into 1 1/2-inch balls; you should have about 30 meatballs. Place in the prepared baking dish. Bake, uncovered, until lightly browned, 20 to 25 minutes.

If you are planning to serve the meatballs right away, prepare the barbecue sauce (recipe below) while the meatballs are in the oven.

To freeze the meatballs, do not add them to the sauce. Let the cooked meatballs cool slightly, then place in sealable plastic freezer bags and freeze. When ready to use, thaw them at room temperature for about 30 minutes. Add them to the sauce, heat and serve.

To make the barbecue sauce, in a large saucepan over medium-high heat, combine the grape jelly and chili sauce and whisk until the jelly is dissolved. Add the cayenne to your desired heat level.

Reduce the heat to low and simmer until the sauce starts to thicken, about 15 minutes.

Drain any excess fat off the meatballs and add them to the sauce. Serve immediately.