In a medium bowl mix all of the meatball ingredients together and form the mixture into about 1-1/2" meatballs.
Heat a little oil in a pan and place the meatballs in. Rotate the meatballs so they brown on all sides and cook most of the way through.
Pre-heat your oven to 375˚.
Once the meatballs are done pour about 1-1/2 cups of tomato sauce into the bottom of your baking dish. Add cooked meatballs on top of the sauce, pour remaining sauce over meatballs and top with cheeses.
Place in the oven and bake for about 10 minutes, until the cheese is all melted.