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Step 1
Set oven to broil: Place an oven rack in the upper-third of the oven and set to broil.
Step 2
Broil vegetables: Scatter mushrooms, eggplant, and onion on an unlined baking sheet. Place the unpeeled garlic cloves on a small piece of foil. Drizzle 2 tablespoons of the olive oil over the vegetables and a bit over garlic. Wrap the foil tightly around the garlic, place on the baking sheet. Toss the vegetables to coat in oil, then sprinkle with salt. Broil on upper rack until the vegetables are browned around the edges, 8 to 12 minutes, stirring halfway through. (Watch carefully as broil times vary).
Step 3
Adjust oven temp: Set the oven to 425°F (220°C). (You'll want the oven to be at the correct temperature to bake the meatballs.
Step 4
Combine: Open the foil to let the garlic cloves cool slightly. Meanwhile, transfer mushrooms, eggplant, and onion into food processor. Add oats, parsley, nutritional yeast, tamari, oregano, and pepper. Peel the garlic and use a fork to mash until a paste, then transfer to food processor. Pulse until the mixture is pulverized but not yet a paste (flecks of parsley should still be visible). Add panko and pulse until just mixed.
Step 5
Shape: Scoop 3-tablespoon portions of the mixture (golf-ball sized) onto a parchment-lined baking sheet. (You should get about 20 balls). Using dampened hands, roll each into a smooth ball. Generously brush the remaining 2 tablespoons olive oil over the meatballs.
Step 6
Bake and serve: Bake on the upper rack until the meatballs are firm and golden brown, 25 to 30 minutes. If desired, serve with warm marinara sauce and top with parsley and grated Parmesan cheese. Serve with garlic bread for dipping (optional).