Remove the stems and midribs from the collards, then chop into 1-inch pieces. Rinse chopped collards in cool water and drain. Add oil to a large saucepan and warm over medium heat. Add the onion and cook until translucent and golden, about 5 minutes. Stir in the ham and warm. Add the broth and drained collards.
Cover and cook 20 minutes.
While the collards are cooking, prepare the dumpling batter. In a mixing bowl, combine flour, cornmeal, baking powder, and salt. Beat in the egg and milk until smooth. Do not overmix.
When the greens are tender, stir in the lemon juice and hot pepper sauce. Drop the cornmeal batter by the tablespoon over the greens. Cover and cook until the dumplings are firm, about 15 minutes. Sprinkle with parsley. Serve immediately.