01 - Preheat oven to 400°F or preheat a grill to medium-high heat. Soak 16 wooden skewers in water for at least 20 minutes if using.
02 - In a large bowl, combine ground beef, egg, breadcrumbs, milk, parsley, garlic, onion, salt, pepper, and smoked paprika. Mix gently until just combined—do not overwork.
03 - With damp hands, form the mixture into 32 small meatballs (about 1 inch each).
04 - Thread alternately red pepper, meatball, yellow pepper, meatball, onion, meatball, and cherry tomato onto each skewer, repeating as space allows (2 meatballs per skewer).
05 - Arrange skewers on a parchment-lined baking sheet or grill. Bake for 15–18 minutes or grill, turning occasionally, until meatballs are browned and cooked through (internal temp: 160°F).
06 - Transfer to a serving platter. Garnish with fresh parsley and serve with lemon wedges and dipping sauce if desired.