Combine the ground meat, bread crumbs, cheese, tamarind pulp, oregano, fennel seeds, salt, and egg in a large bowl and mix well with your hands to combine. Form the mixture into 2-inch meatballs and set aside. Heat a large nonstick skillet over medium-high heat and add the oil. Fry the meatballs on all sides until browned and then reduce the heat to low and continue to cook until the meat is cooked through, about 5 minutes. Keep the meatballs warm.
To make the sauce:
Place a large skillet over medium-high heat and add the oil and then the garlic and chile. Saute for one minute and then add the bay leaves, garam masala, oregano, turmeric, salt, and black pepper and toast for 10 seconds. Stir in the tamarind pulp and then add the tomatoes and red wine and let simmer for about 20 minutes. Add the warm meatballs to the sauce and stir gently to coat well with the sauce. Serve the meatballs with rice.