Cut the slices of bread. You need 8 slices to serve 4 persons.
Pair the slices putting one on top of another and trim the edges to get rid of the crust. Also, the two slices must match in size.
Cut the mozzarella ball into 4 slices like this.
Pat dry the mozzarella slices using kitchen paper.
Fill the pan with olive oil and start heating the oil.
While the oil is getting hot, put the eggs in a large bowl and season with salt.
Season with pepper.
Stir with a fork for a few seconds.
Add the milk.
Stir again for a few seconds.
Take two slices of bread and top one slice with mozzarella. The slice of mozzarella has to be smaller than the slice of bread so that the two slices of bread can be joined and encase the mozzarella.
Put one anchovy fillet onto the slice of mozzarella. The anchovy will give the mozzarella in carrozza a nice and delicate flavour (if you are concern about fish bones, you can use anchovy paste instead). Another option, if you do not like anchivies, is to top the mozzarella with a little square of cooked ham.
Cover with the second slice of bread.
Press the sandwich down so that the two slices of bread join together, especially around the side edges.
Now, take the sandwich and holding the two bread slices firmly together (it is easier to do this using both your hands), dip each side edge for a fraction of a second into cold water.
Then, dip the wet side edge into the flour. This will create a sort of glue that will help to seal the sandwich during the frying stage.
Here I am checking the oil temperature. I usually start frying when it reaches 160ºC (320ºF).
When the oil has reached the right temperature for frying, dip the whole sandwich (on both sides) into the egg wash. It will be a bit messy but do not worry too much about it!
The sandwich is ready for frying.
Put the sandwich into the pan (you can use a wooden spatula to slide the sandwich down into the pan) and fry for about 2 minutes or until golden brown.
Then, using a wooden spatula, turn the sandwich onto the other side and fry for another 2 minutes.
Now, it looks ready, so take it out and lay the mozzarella in carrozza onto a kitchen paper to absorb the excess oil.
Next, put a few lettuce leaves on the plate and top them with the mozzarella in carrozza.