Yes, for hors d'oeuvre. They can be done ahead of time (use one of those cheap pizza screen things) and cooled/chilled till needed. You can reheat in the oven but this is yet another item that skewers well (2 on a short skewer) and reheats well on a hibachi.
A selection of sauces is nice if doing meatballs as an hors d'oeuvre: Doug D's smoked mushroom dip, thinned with light cream or milk and adjusted for salt (I like a fresh thyme mince addition) makes a great sauce, a sauce chasseur, pureed a bit, works well too. A roasted garlic-demi sauce with minced fresh parsley is nice as is a straight parsley-garlic sauce. And, of course, fruit works really well with meat and smoke--I like a pineapple-jus sort of thing and a caramelized onion-thyme-black pepper mix pureed and re-panned then flambeed with cheap cognac or brandy. Let that evap to nothing and mix in some cassis for fruit notes. Adjust consistency with stock. For a caper thing I'd suggest mincing the nonpareils. Sweat a little pressed garlic and minced shallot, deglaze with white, add the minced capers and some lemon slices (great if you've grilled the lemon slices first--really ties in well), cook a few minutes on low, then remove the lemon slices and mount with whole butter. Adjust seasoning and add a few drops of lemon juice, if desired, and minced fresh parsley. Don't discount a tomato sauce though. A nice one for these is a puttanesca with, of course, olives and capers and a bit of anchovy. It just needs to be briefly pureed to work as a dipping sauce and is delicious (great on grilled bread as well).
