For the Vegetable Sauce
Prepare carrots and celery and cut into 1/2 in (1cm) cubes. Finely chop the onion.
Sauté the carrots, celery, and onions in the oil for about 5 minutes. Add tomatoes, season with salt & pepper and allow to simmer for 30 minutes. Finely chop the parsley and sprinkle.
For the Meatballs
Briefly soak the white bread in water and squeeze well.
Finely chop the gherkins. Chop onion into small pieces or grate on a fine grater.
Put ground beef in a bowl with bread, gherkins, onion, and egg. Add paprika powder, salt, and Worcester sauce. Knead well by hand until you have a consistent mix.
Cut cheese into 1/2 - 3/4 in (1.5cm) cubes, which gives around 20 to 24 pieces.
Add ground beef mixture to a cube of cheese piece by piece and shape into balls. Fry the balls in the oil on medium heat for 8-10 minutes.
Serve with the vegetable sauce.