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, 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 your palm. 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 golden brown on the outside.
05 - While 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 until smooth and no lumps remain. Continue cooking, stirring frequently, until the mixture thickens, about 2 to 3 minutes.
07 - Reduce heat to low. Add grated cheddar, cayenne pepper, smoked paprika, and pickled jalapeños if using. Stir 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.