Konigsberger Klopse (Konigsberg Meatballs)

Preparation : Meatballs: Soak the roll in the water for about 10 minutes. Squeeze it dry; place in mixing bowl with the ground beef. Add the bacon, anchovy fillets, onion, egg, salt and pepper. Mix thoroughly. Prepare broth by boiling the water, seasoned with salt, bay leaf, onion, and peppercorns. Shape the meat mixture into balls about 2 inches in diameter. Add to the boiling broth and simmer over low heat for 20 minutes. Remove meatballs with a slotted spoon, set aside, and keep warm. Gravy: To prepare gravy, heat butter in a frying pan and stir in flour. Cook for 3 minutes, stirring constantly. Slowly blend in 2 cups of reserved broth. Add the drained capers, lemon juice, and mustard. Simmer for 5 minutes. Remove a small amount of the sauce to blend with the egg yolk. Stir egg yolk back into the sauce. Season with salt and pepper. To Serve: Place reserved meatballs into the gravy and reheat if necessary. Serve on a preheated platter.