Combine first 7 ingredients in a bowl; shape mixture into 24 (1-inch) meatballs. Heat oil in a large nonstick skillet over medium-high heat. Add meatballs; cook 10 minutes or until done. Remove meatballs from pan; set aside.
Add leek to pan, and sauté 3 minutes or until tender. Stir in water and next 4 ingredients (water through thyme), and bring to a boil.
Combine 1/2 cup Marsala, cornstarch, and 1/4 teaspoon salt, stirring with a whisk. Add Marsala mixture to leek mixture, and cook over medium heat for 6 minutes or until slightly thick. Return meatballs to pan; cook 3 minutes or until thoroughly heated. Serve over linguine.