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 the palm of your hand. Place a mozzarella cube in the center and wrap the meat around it, rolling to form a sealed ball. Repeat with the remaining mixture.
04 - Arrange stuffed meatballs on the prepared baking sheet, spacing them evenly. 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 pour in 1 cup milk while whisking continuously to prevent lumps. 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 until the cheese is completely 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.