Preheat oven to 400 degrees and line a large pan with parchment paper.
In a bowl, mix together the beef, egg, parmesan cheese, garlic, coconut oil and black pepper.
Divide meat into 8 sections and form into balls.
Press into the middle of each meatball with your thumb and create a small crater.
Add in a piece of the mozzarella cheese and fold the rest of the meatball over. Repeat for all meat balls.
Add meat balls to the pan and bake for 20-30 minutes
Remove from oven and sprinkle on more parmesan cheese.