Heat oven to 400°F (200°C). Line a baking sheet with parchment paper or a silicone mat and set aside.
In a medium bowl, whisk the egg with the Dijon mustard and lemon zest until blended; add the ground turkey and fold once to combine. Separating wet and dry components helps prevent overmixing.
In a second bowl, toss the panko, grated Parmesan, chopped parsley, minced onion, garlic, salt, and pepper together so the seasonings are evenly distributed.
Add the dry mixture to the turkey mixture and gently combine with a fork or your hands until just incorporated. Avoid compacting the meat — stop when ingredients hold together but still feel light.
Chill the mixture in the refrigerator for 10 minutes. This brief resting time firms the mix and makes shaping easier.
Using a small scoop or spoon, form the meat into roughly 1 1/4-inch meatballs (about 16 meatballs). Place them on the prepared sheet about 1 inch apart.
Lightly brush each meatball with olive oil to encourage browning and prevent drying. Bake in the center of the oven for 16 to 18 minutes, until the exterior is golden and an instant-read thermometer reads 165°F (74°C) in the center.
If you want extra color, switch the oven to broil and move the pan to the top rack for 1 to 2 minutes—watch closely so they don't burn. Let the meatballs rest 3 minutes before serving.
Serve warm with your choice of sauce, over pasta, rice, or tucked into a salad or pita.