In a large bowl, combine ground sausage, salt, pepper, egg, Parmesan cheese and breadcrumbs. Mix well with your hands or a wooden spoon. Divide into 12 equal pieces, shaping into balls. 

Preheat broiler. Prepare 4 8-inch sub rolls. Create a well in the top of each roll, large enough to hold the meatballs. Be careful to not slice through to the bottom of the rolls.  

Heat 2 tablespoons of olive oil in a 10-inch skillet over medium-high heat. Sear meatballs on all sides. Reduce heat to medium-low. Add marinara sauce. Cover and cook until meatballs are no longer pink in the center and internal temperature is 160°F. 

Add 2-3 slices of mozzarella to the cavity in each roll. Fill with meatballs and marinara sauce. Place on a baking sheet. Broil until cheese is fully melted and bread is lightly charred. 

Serve with freshly grated Parmesan cheese.