Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a large mixing bowl, combine the ground chicken, breadcrumbs, grated Parmesan cheese, chopped parsley, minced garlic, egg, salt, pepper, and oregano. Mix until just combined.
Form the chicken mixture into meatballs, about 1.5 inches in diameter, and place them on the prepared baking sheet.
Bake the meatballs in the preheated oven for 20 minutes or until cooked through (internal temperature should reach 165°F).
While the meatballs are baking, heat the olive oil in a large skillet over medium heat. Add the sliced mushrooms and sauté until they are golden brown, about 5 minutes.
Pour the Marsala wine into the skillet and let it simmer for 2-3 minutes to reduce slightly.
Add the chicken broth and bring to a gentle simmer.
Once the meatballs are done baking, carefully transfer them to the skillet with the sauce. Simmer the meatballs in the sauce for an additional 5 minutes to absorb the flavors.
Serve the Chicken Marsala Meatballs warm, garnished with extra parsley if desired.