In a medium bowl, beat the egg. Add the onion, garlic, salt, pepper, nutmeg, breadcrumbs, Parmesan and parsley. Stir to combine. Add the ground chicken and stir again to mix well.
Place a large pot over high heat and add the chicken broth. Cover the pot and bring to a boil while you form the meatballs.
Using a one tablespoon cookie scoop or measuring spoon, scoop the mixture and level it completely against the side of the bowl. Release the scoop in your hand and roll into a meatball. Place the meatballs on a large dish or a baking sheet. Continue until the mixture is done. You should have about 36 or so meatballs. (See Notes for a great tip!)
Once the broth has come to a boil, gently drop the meatballs into the pot then add the escarole. Cover the pot with the lid slightly ajar and allow the broth to return to a boil. Reduce the heat to medium and simmer for about 20 minutes.
In a small bowl, whisk the egg, Parmesan and black pepper. Stream the mixture into the soup while whisking the broth to create threads of egg. Continue simmering for one or two more minutes.
Serve the soup in bowls with lots of freshly grated Parmesan and a wedge of lemon.