Lay 4 slices of the bread on a counter or cutting board. Sprinkle 3 tablespoons of the mozzarella on each slice, leaving a 1/4-inch border. Spread 1 1/2 teaspoons sauce over the cheese and bread slices. Sprinkle 1/2 teaspoon of the Pecorino-Romano on top of the sauce. Top each with the remaining slices of bread.
Place the sandwiches into the waffle iron (you may need to do this in batches depending on the size of your iron). Close the lid, and cook until the sandwiches are golden, 2 to 4 minutes, depending on the temperature setting of your waffle iron. Serve hot, or wrap in foil to pack for a school lunch or picnic.
Heat the olive oil in a large (12-inch) skillet. Add the onion and saute over medium heat until translucent, 5 to 10 minutes. Add the garlic and cook for 1 more minute. Add the wine and cook on high heat, scraping up all the brown bits in the pan, until almost all the liquid evaporates, about 3 minutes. Stir in the tomatoes, parsley, salt, and pepper. Cover, and simmer on the lowest heat for 15 minutes.