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, finely chopped onion, minced 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 and flatten it in the palm of your hand. Place a mozzarella cube in the center and carefully shape the meat around it, sealing the cheese completely inside. 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, or until fully cooked through and golden brown on the outside.
05 - While the meatballs bake, melt the butter in a medium saucepan over medium heat. Whisk in the flour and cook, stirring constantly, for 1 to 2 minutes to form a smooth roux.
06 - Gradually whisk in 1 cup milk, ensuring no lumps remain. Continue cooking and stirring for 2 to 3 minutes until the mixture thickens to a creamy consistency.
07 - Reduce the heat to low and stir in the grated cheddar cheese, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir until the cheese has fully 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.