Combine the sausage, bread crumbs, egg, salt, and pepper in a large bowl and mix well.
Shape the sausage mixture into 16 balls, pressing a cube of cheese into the center of each ball. Close the meat completely around the cheese. Each ball should be slightly smaller than a golf ball.
Place the meatballs in a cast iron or nonstick skillet and cook over medium heat until the meatballs are browned all over, 8 to 10 minutes.
Reduce the heat to low and pour in the marinara sauce (carefully as it may splatter). Simmer until the sausage is cooked through to an internal temperature of 165°F, about 10 minutes.
Notes
Avoid sticking--If you're using very lean sausage, add some oil to your skillet before browning the meatballs to prevent them from sticking.
Thin the sauce--If your sauce becomes too thick while simmering, add a splash of water to loosen it.
Storage and reheating--Cooked meatballs and sauce can be stored in the fridge or cooler in a sealed container for up to 3 days. Reheat in a skillet over low heat until warmed through.