Heat the oven to 425°F and line a rimmed sheet pan with parchment.
Mix the beef, breadcrumbs, Parmesan, egg, milk, oregano and salt just until combined, then shape 16 compact meatballs.
Bake the meatballs for 12 to 15 minutes until browned and the centers reach 160°F.
Warm the marinara in a saucepan, add the meatballs and simmer for 8 minutes until the sauce and meatballs reach 165°F.
Split the rolls without cutting through and toast them cut-side up for 3 minutes.
Place 4 meatballs and sauce in each roll, top with mozzarella and broil for 2 to 3 minutes until the cheese bubbles.
Rest the subs for 2 minutes before serving so the cheese stops sliding.