In a large bowl, mix the lamb, eggs, cheese, garlic, parsley, salt and pepper.
In a separate bowl, pour the red wine over the bread crumbs until it is absorbed, then add to the meat and mix very well. Form into 24 meatballs, about 1½ inches each.
Heat the oil on medium-high heat in a large casserole and brown the meatballs well on all sides. Lower heat to medium, add the onion, and cook until it is soft. Pour in the vermouth. Carefully light the liquid with a grill lighter, making sure to avoid the flames. Stir until flames die out. Add the broth and the tomato sauce. Cover and cook on low for 45 minutes.
You may garnish the meatballs with toasted pine nuts or almond slivers.