Preheat oven to 450. In a large bowl, combine ground beef, shallot, garlic, parsley, bread crumbs, Parmesan and egg. Using a wooden spoon or hands, mix until well combined.
Roll mixture into 1 and 1/2 inch meatballs, forming about 18-20 meatballs. I used a cookie dough scoop to do this so all the meatballs were roughly the same size.
Heat olive oil in a large skillet over medium high heat. Add meatballs, in 2 batches, and cook until all sides are browned, about 4-5 minutes. Transfer to a paper towel-lined plate.
Reduce heat to low and add tomato sauce to the skillet, simmering until the sauce is heated through, about 5 minutes. I like to use my homemade marinara sauce, but use your own favorite. Gently, so they don’t fall apart, add the meatballs into the sauce and stir to coat. Remove from heat.
To assemble the sandwiches, place 3-4 meatballs and a spoonful of marinara into each baguette. Top with sliced mozzarella and bake until the cheese has melted, about 5 minutes.