01 - Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
02 - In a large mixing bowl, soak breadcrumbs in 1/4 cup milk for 5 minutes. Add ground beef, ground pork, finely chopped onion, minced garlic, egg, chopped parsley, salt, and black pepper. Mix gently until just combined, being careful not to overwork the meat.
03 - Take approximately 2 tablespoons of the meat mixture and flatten it in the palm of your hand. Place a mozzarella cube in the center and shape the meat around the cheese, sealing it completely. Repeat with the remaining mixture to form all meatballs.
04 - Arrange the stuffed meatballs on the prepared baking sheet. Bake for 20–22 minutes until fully cooked through and nicely browned on the outside.
05 - While the meatballs bake, melt butter in a saucepan over medium heat. Whisk in the flour and cook for 1–2 minutes, stirring constantly to form a smooth roux.
06 - Gradually whisk in 1 cup milk until smooth and no lumps remain. Continue cooking, stirring frequently, until the mixture thickens, about 2–3 minutes.
07 - Reduce heat to low. Add grated cheddar cheese, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir until the cheese is completely melted and the sauce is smooth. Season with salt and pepper to taste.
08 - Transfer the hot meatballs to a serving platter and drizzle generously with the spicy cheese sauce. Garnish with additional chopped parsley if desired. Serve alongside crusty bread, pasta, or rice.