In a large bowl, combine the Italian sausage, breadcrumbs, egg and Parmesan cheese. Mix the ingredients together until they are just combined.
Shape the sausage mixture into small balls (roughly the size of a golf ball). You should get 12 meatballs.
Heat the canola oil in a large, deep skillet over medium-high heat. Carefully add the meatballs to the hot oil. Fry the meatballs, turning them frequently to brown on all sides; this should take approximately 5 minutes.
Place the meatballs on a plate lined with paper towels to drain. The meatballs will cook all the way through in the sauce.
Pour the pasta sauce in a large, deep skillet or pot over medium-high heat. When the sauce starts to simmer, carefully add the meatballs to the skillet. When the sauce comes to a simmer again, lower the heat to medium-low to low (keep the sauce at a simmer).
Cover the sauce and cook for 15-20 minutes, stirring the meatballs occasionally. Make sure the internal temperature of the largest meatball is at least 165°F.
While the sauce cooks, preheat the oven to 300°F
Slice the sub rolls in half, but don’t go all the way through. Open the bread and place it on a large baking sheet. Toast the sub rolls for approximately 5 minutes, until the bread is warm and slightly toasted.
Remove the bread from the oven. Spread some of the sauce over the bottom half of the bread. Add the meatballs to the sub rolls. Top the meatballs with the mozzarella cheese.
Place the meatball subs in the oven for 5 minutes or so, until the cheese is melted.