Preheat the broiler. Adjust top oven rack so that it sits 6 to 7 inches below the broiler. Line a heavy shallow baking pan with foil; set aside. For the meatballs, in a large bowl combine chicken, oats, onion, thyme, ½ teaspoon salt, the lemon zest, and pepper. Mix well. Using slightly damp hands, shape mixture into 16 meatballs. Place meatballs in prepared pan, leaving space between meatballs.
Broil meatballs for 11 to 13 minutes or until the internal temperature of the meatballs (poke two stacked meatballs to check the temperaturregisters 165°F on an instant-read thermometer.
Meanwhile, for the sauce, in a medium bowl whisk egg yolks, broth, arrowroot, and ¼ teaspoon salt until very smooth. Whisk in coconut milk. Set mixture aside.
in a large skillet cook and stir garlic in hot oil over medium heat (use medium-low heat if using a cast iron skillefor about 30 seconds or until garlic is fragrant but not browned. Add the mixed coconut milk mixture all at once to the skillet. Cook and stir over medium or medium-low heat until sauce is just boiling and has thickened (sauce will continue to thicken as it cools a bit so don’t worry if the sauce seems slightly thin at this point).
Stir in lemon juice and capers. Season sauce with additional salt if desired. Add meatballs to the skillet. Cook and stir for 1 minute more to coat the meatballs with the sauce. If desired, add broiled lemon halves to the skillet. If desired, sprinkle with fresh parsley before serving.