Preheat oven to 350 degrees F. In a large bowl, combine the egg, bread crumbs, Parmesan cheese, milk and onion. Remove sausage from casings. Add sausage to the bread crumb mixture and mix well. Shape into 20 meatballs. Arrange meatballs on a shallow baking pan. Bake for 20 minutes or until meatballs are cooked through (160 degrees F). Serve with your favorite sauce and spaghetti.