01 - Preheat 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 and flatten it in your palm. Place a mozzarella cube in the center and wrap the meat around it, rolling to seal 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 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 until the mixture thickens, about 2 to 3 minutes.
07 - Reduce heat to low. Stir in the 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 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.