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1
Combine breadcrumbs, milk, egg, cheese, parsley, 1 teaspoon salt, and 1/2 teaspoon pepper in large bowl. Set aside.
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2
In large skillet, heat 2 tablespoons oil over medium-high heat until shimmering. Add anchovies and cook until disintegrated, about 2 minutes. Add onion and cook, stirring occasionally, until translucent, about 5 minutes. Stir in garlic, oregano, lemon zest and juice, and red pepper flakes and cook, stirring, until fragrant, about 1 minute. Transfer mixture to bowl with breadcrumb mixture and stir to combine.
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3
Line baking sheet with parchment paper. Using fingers, work beef and pork into breadcrumb mixture until thoroughly combined. To make rolling easier, set a bowl of cold water next to work area. Shape mixture into 1 1/2-inch meatballs, rolling between palms and dampening hands with water throughout assembly. Set meatballs on prepared baking sheet as they are completed.
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4
Heat remaining 2 tablespoons oil in now empty skillet over medium-high heat until beginning to smoke. Cook half of meatballs until well browned on all sides, about 5 minutes. With slotted spoon, transfer to second baking sheet or large plate. Add remaining meatballs and cook as before. Do not discard fat after cooking.
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5
Adjust oven rack to middle position and preheat oven to 300u00b0F. Split rolls in half lengthwise and brush cut sides with olive oil. Set aside.
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6
Crush tomatoes with hands. Heat rendered fat in now empty skillet over medium-high heat until shimmering. Add onion and cook, stirring occasionally, until translucent, about 5 minutes. Stir in garlic and cook, stirring, until fragrant, about 1 minute. Add tomatoes and bring to a simmer. Add meatballs and accumulated juices to sauce, reduce heat to maintain a gently simmer, and cook until meatballs are cooked through and sauce has thickened, 12 to 15 minutes. Meanwhile, place split rolls in the oven to toast.
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7
Fill toasted rolls with meatballs, spoon with sauce, and top with cheese shards. Serve immediately.
