Pour the marinara sauce all over the bottom of a 9-by-13-inch baking dish.
Cut off one third of the mozzarella and cut the third into 12 small cubes. Grate the remaining mozzarella and set aside.
Stuff each meatball with a mozzarella cube, pinching and rolling each to seal the cheese in the center. Place the stuffed meatballs in the baking dish and bake until well browned and cooked through, 22 to 24 minutes.
Meanwhile, make the cheese sauce by melting 4 tablespoons butter in a small saucepan over medium heat. Whisk in the flour to make a roux, season with a pinch of salt and pepper and cook, whisking, for 1 minute. While constantly whisking, slowly add the milk. Add the shredded mozzarella and Parmesan, then stir until completely melted. Cover and keep warm until ready to serve.
Spread the insides of the rolls with the remaining 4 tablespoons butter. Toast them butter-side down on a large skillet or griddle until golden, 1 to 2 minutes. Set aside.
Add 3 meatballs to each of the toasted rolls. Top with a good amount of the cheese sauce, some banana peppers and a sprinkle of parsley to finish.
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