Step 1

Preheat the oven. Set a rack about 6 inches from the broiler element and preheat the oven to broil.Line a rimmed baking sheet with aluminum foil or parchment paper and spray or brush with vegetable oil.

Step 2

Mix together the herb coating. Pulse the Panko crumbs for the coating in a food processor until they're broken down into very fine crumbs; alternatively, place the Panko in a zip-top bag and roll over them with a rolling pin.In a shallow bowl, mix the parsley and breadcrumbs.

Step 3

Make the meatball mixture: In a large bowl, whisk together the egg, milk, Panko breadcrumbs, salt, and pepper together.Let stand for 5 minutes, or until the breadcrumbs are soaked with the liquid. Mash with a fork.Add the sausage meat and combine until well mixed.

Step 4

Form the meatballs: Portion the meatballs into 16 pieces that are each about 1 1/2-inches in diameter.Hold a meatball in one hand and press a piece of cheese into the center. Wrap the meat around the cheese and seal.

Step 5

Roll in coating: Roll the balls in the herb coating mixture, and set on the baking sheet. Spray lightly with vegetable oil spray, or dab lightly with a brush dipped in oil. (The balls can be assembled and refrigerated at this point for up to 24 hours.)

Step 6

Broil the meatballs: Broil for 10 to 12 minutes, or until browned and the meat is cooked all the way through.

Step 7

To serve: Transfer the meatballs to a serving platter and insert a toothpick into each. Sprinkle with more chopped parsley. Serve warm.