Eliminate the crust from the bread using a pairing knife. Slice the mozzarella. Whisk the eggs slightly with a fork, combine them with the milk and add some salt and pepper.
Make sandwiches with the bread and mozzarella, adding an anchovy in the center for a boost of flavor. If you don’t eat fish with dairy (or if you are not an anchovy person!) sprinkle the center with a dash of grated parmigiano.
Tie the sandwiches like gifts, with kitchen string; if you prefer, you can hold them together with a piece of toothpick that has been soaked in water.
Fill a large bowl or platter with flour.
Sprinkle the sandwiches with little milk, using your fingers. Dip them into the flour, and then into the milk/egg mix. You can repeat twice, and even top with breadcrumbs, if you like a very thick crust (I prefer the classic version, without the breadcrumbs).
Fill a frying pan with tall sides with abundant oil (at least ½ to 1-inch high).. Heat the oil until it forms small bubbles when you throw a small piece of bread into the pan. Fry the sandwiches a few at a time, on medium/high heat, until golden (about 3 to 5 minutes per side).
Drain on 3 layers of paper towel, sprinkle with salt, and enjoy hot!