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 ¼ cup milk for 5 minutes. Add ground beef, ground pork, onion, garlic, egg, parsley, salt, and black pepper. Gently mix until just combined, being careful not to overwork the meat.
03 - Scoop approximately 2 tablespoons of the meat mixture, flatten it in your palm, and place a mozzarella cube in the center. Carefully 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 to 22 minutes until fully cooked through and golden brown on the outside.
05 - While the meatballs bake, melt butter in a medium 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, ensuring no lumps form. Continue cooking and stirring for 2 to 3 minutes until the mixture thickens to a creamy consistency.
07 - Reduce heat to low. Stir in grated cheddar, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir continuously until the cheese is fully melted and the sauce is smooth. Season with salt and pepper to taste.
08 - Transfer hot meatballs to a serving platter and drizzle generously with spicy cheese sauce. Garnish with additional chopped parsley if desired. Serve alongside crusty bread, pasta, or rice.