01 - Preheat the 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 the 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 - Scoop roughly 2 tablespoons of the meat mixture, flatten it in your palm, and place a mozzarella cube in the center. Wrap the meat around the cheese, rolling it into a ball and ensuring the cheese is completely sealed inside. Repeat with the remaining mixture.
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 the butter in a saucepan over medium heat. Whisk in the flour and cook for 1 to 2 minutes, stirring constantly to form a smooth roux.
06 - Gradually whisk in 1 cup milk until the mixture is smooth and free of lumps. Continue cooking and stirring for 2 to 3 minutes until the sauce thickens enough to coat the back of a spoon.
07 - Reduce heat to low. Stir in the grated cheddar, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir continuously until the cheese has fully melted and the sauce is creamy and smooth. Season with salt and black pepper to taste.
08 - Transfer the 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.