Heat oven to 350.
In a fry pan, heat up oil and brown all your meatballs, both sides. Approx. 3 min each side. Then transfer back to baking sheet and bake in oven for about 20 min. (depending on how small or big you make your meatballs) This way gets them nice a browned and seals in the juices of the meat when we bake them in the oven.
*Its fine to use the same baking sheet that had your raw meatballs on because you are going to now finish cooking them in the oven. Otherwise, if you cooked your meatballs all the way through on the stove, you'd grab a clean baking sheet.