Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper or lightly grease it.
In a large bowl, combine the ground sausage, stuffing mix, eggs, milk, shredded cheddar cheese, garlic powder, onion powder, and parsley. Mix until well combined.
Roll the mixture into 1½-inch balls and arrange them on the prepared baking sheet, leaving a little space between each.
Bake for 25–30 minutes, or until the sausage is fully cooked and the stuffing balls are golden brown.
While the stuffing balls bake, melt the butter in a saucepan over medium heat.
Whisk in the flour and cook for 1 minute to form a roux.
Gradually whisk in the chicken broth until smooth. Add the black pepper and thyme.
Simmer for 4–6 minutes, stirring frequently, until the gravy thickens.
Serve the stuffing balls warm with the gravy spooned over the top or on the side for dipping.