Melt the coconut oil in a small saucepan over low heat. Turn off the heat completely for the next steps.
Add the arrowroot flour to the coconut oil, one teaspoon at a time, while stirring with a whisk, making sure there are no clumps.
Gradually add the cup of broth you had set aside to this coconut oil/arrowroot paste, stirring vigorously to obtain a creamy sauce.
Turn the heat back on over medium setting to gently warm up the sauce.
Add the capers and coconut milk to the sauce. The sauce should no longer cook at this point. Reduce the heat if necessary.
Season the sauce with lemon juice and salt.
Divide the meatballs and vegetable puree between 4 plates and drizzle with a generous portion of caper sauce. Garnish with fresh parsley. Enjoy!