In a medium bowl, combine the ground veal with the sea salt, black pepper, and half of the fresh thyme leaves.
Gently roll the veal mixture into 8 uniform meatballs, being careful not to overwork the meat.
Heat the ghee in a large skillet over medium-high heat until melted and shimmering.
Add the meatballs to the skillet and sear for 2 to 3 minutes per side until a golden crust forms, then remove them from the pan and set aside.
In the same skillet, add the sliced cremini mushrooms and minced shallots, sautéing for 5 minutes until the mushrooms have released their moisture and turned brown.
Stir in the minced garlic and the remaining fresh thyme, cooking for 1 minute until the aromatics are fragrant.
Pour in the beef bone broth and coconut milk, using a wooden spoon to scrape up any flavorful browned bits from the bottom of the pan.
Return the meatballs to the skillet and reduce the heat to medium-low, simmering for 5 to 7 minutes until the sauce has thickened into a velvety glaze and the meatballs are cooked through.
Garnish the dish with chopped fresh parsley and serve immediately while hot.