Make the dough by placing the flour in a large bowl then add the salt, sugar and yeast. Mix well. Warm the milk in a pan with the olive oil then add to the dough. Start mixing with the end of a wooden spoon then use your hands to combine into a dough.
Tip it out onto a clean work surface then kneed for 10 minutes until smooth and elastic. Place back in a bowl, cover with cling film and leave to double in size for an hour in a warm place.
Make the ketchup by frying the onion and fennel in a little olive oil for 5 minutes until soft. Stir in sugar and allow to melt, then deglaze with the red wine vinegar and pour in the passata. Simmer gently for 15 minutes or until reduced by half. Blend until smooth, then season with salt and pepper. Leave to cool.
Make the meatballs by mixing together the beef, breadcrumbs, parsley and garlic. Season with salt and pepper. Roll into 16 balls.
Take the risen dough and divide into 8. Roll each pieces into a sausage shape about 10cm long.
Take 8 wooden skewers - thread one end of the bread onto it, keeping it near the top, then thread a meatball on to the skewer and push it down slightly. Thread the bread onto the skewer again so that it is wrapped around half of the meatball, then add another meatball, then thread the bread onto the skewer. The bread will create an “S” shape around the two meatballs – leave a little gap between each one allowing the bread to rise.
Place on an oiled baking tray, cover lightly with cling film and leave to rise for 30 minutes.
Pre heat the oven to 190C. After 30 minutes, brush everything with a little olive oil and bake in the oven for 20-25 minutes or until the bread is brown and the meatballs are cooked through. Once cooked sprinkle with cheese and place back in the oven for 2 minutes allowing it to melt. Serve with home made ketchup.