Soak the stale roll in the lukewarm milk for about 1 minute, then squeeze it out and discard the liquid. In a large bowl, knead together the minced meat, soaked bread, egg, chopped onion, anchovy paste, salt and pepper until combined. Form the mixture into meatballs about the size of walnuts.
Melt clarified butter in a large pan with a lid over medium heat. Add flour and stir for about 1 minute to make a roux. Gradually pour in broth and white wine, stirring constantly until smooth. Bring to a boil over medium-high heat, then reduce heat to low and simmer for about 5 minutes. Gently add the meatballs, cover with the lid, and let simmer for about 30 minutes, turning the meatballs over at about 15 minutes.
Using a slotted spoon, carefully remove the meatballs from the sauce and place on a warm plate. In a small bowl, whisk together sour cream, egg yolks and a few spoonfuls of the cooking stock. Slowly add this mixture to the pan while whisking constantly, gradually incorporating more stock. Heat gently over low heat for 2-3 minutes, stirring constantly; the sauce must not boil or it will curdle. Stir in capers and lemon juice, then taste and season with salt and pepper as needed. Return the meatballs to the sauce and gently stir to coat.
Transfer the meatballs and sauce to a serving platter. Serve with boiled potatoes.