For the tomato sauce: Heat the olive oil in a medium saucepot over medium heat. Stir in the garlic and anchovy filets until the anchovies dissolve and the garlic is browned, about 3 minutes. Add the wine, red pepper flakes and salt and cook until the wine is reduced by half, about 5 minutes. Add the tomato paste, rosemary and tomatoes. Bring the sauce to a boil, and then reduce to a simmer and cook until thickened, 30 minutes. Remove the rosemary and garlic. Keep the sauce warm until ready to use.
For the meatballs: Preheat the oven to 425 degrees F. Lightly oil a baking sheet and set aside.
Combine the beef, chorizo, breadcrumbs, pecorino, paprika, salt and egg in a medium bowl until well incorporated. Mix in the mozzarella. Form the meat mixture into 16 balls using your hands, and then evenly arrange on the baking sheet. Bake until browned and cooked through, about 12 minutes. The interior may appear slightly pink because of the chorizo.
Meanwhile, hinge the bread and brush with olive oil. Divide the smoked mozzarella slices evenly over both halves of the bread and then transfer to a baking sheet or square of aluminum foil. Toast until lightly golden and crispy, 5 to 7 minutes.
To assemble, spoon 4 meatballs onto a cheesy hero and ladle 1/2 cup of the sauce over. Repeat with the remaining heroes.