01 - Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
02 - In a large mixing bowl, soak the breadcrumbs in 1/4 cup milk for 5 minutes. Add ground beef, ground pork, chopped onion, minced garlic, egg, parsley, salt, and black pepper. Gently mix 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 fold the meat around it, rolling to seal completely. Repeat with remaining mixture and arrange on the prepared baking sheet.
04 - Bake for 20 to 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 flour and cook for 1 to 2 minutes, stirring constantly to form a smooth roux.
06 - Gradually whisk in 1 cup milk until smooth and free of lumps. Continue cooking and stirring for 2 to 3 minutes until the mixture thickens enough to coat the back of a spoon.
07 - Reduce heat to low. Add grated cheddar, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir until the cheese melts completely and the sauce is smooth. Season with salt and pepper to taste.
08 - Transfer hot meatballs to a serving dish and drizzle generously with the spicy cheese sauce. Garnish with additional chopped parsley if desired. Serve alongside crusty bread, pasta, or rice.