Stir in the beef broth, water, Worcestershire, salt and pepper and bring it to a simmer. Stir often.
Reduce the heat to low/medium, and add the parsley and heavy cream. Stir everything together constantly and cook it until it thickens, about 10 minutes.
Carefully pour the sauce over the meatballs and pasta.
Bake the Swedish meatballs, pasta, and sauce in the preheated oven for 30 minutes.