Preheat the oven to 375° F and line a baking sheet with parchment paper.
To make the meatballs, combine all ingredients in a large mixing bowl and stir to combine. Coat your hands with a little oil and roll the meatballs into golf ball sized balls. (about 2 tbsp each ~ 22-24 meatballs total)
Bake for 18-20 minutes or until the meatballs are no longer pink in the center,
While the meatballs bake, make the curry sauce. In the bowl of a food processor or high speed blender, add roasted red pepper and coconut milk. Blend until smooth and creamy-- about 1-2 minutes, scraping down the sides as necessary.
In a large lidded skillet, heat oil over medium low heat. Add in crushed fennel seed, cumin seed and paprika. Toast until fragrant, about 2 minutes.
Add in the roasted red pepper/coconut mixture and stir in salt and sugar. Bring to a boil and place the cooked meatballs into the skillet. Reduce the heat to a simmer, cover and let cook 5 another minutes.
Remove from heat and stir in lime juice, taste for salt and add more as needed. Serve fresh over basmati rice with chopped cilantro and naan.