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, onion, 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. Mold the meat around the cheese, sealing it completely. Repeat with the remaining mixture and arrange on the prepared baking sheet.
04 - Bake for 20 to 22 minutes, or until the meatballs are fully cooked through and golden brown on the outside.
05 - While the meatballs bake, melt butter in a 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 free of lumps. Continue cooking and stirring 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 silky smooth. Season with salt and pepper to taste.
08 - Arrange the hot meatballs on a platter and drizzle generously with the spicy cheese sauce. Garnish with additional chopped parsley if desired. Serve alongside crusty bread, pasta, or rice.