Mix the tuna, scallions, egg and breadcrumbs together in a large bowl. Form the mixture into small meatballs, about 1 heaping tablespoon each. If the mixture seems to wet, add more breadcrumbs as needed.
Coat a baking sheet with the olive oil. Place the meatballs on the baking sheet and roll them around to coat them with the oil. Bake in the oven, turning the meatballs occasionally, until browned on all sides, about 15 minutes.
While the meatballs are baking, make the Creamy Sweet Chili Sauce by mixing the Thai sweet chili sauce, sour cream, cilantro and lime juice together in a small bowl.
Arrange meatballs on a serving platter with the dipping sauce on the side.