Spray a broiler pan with non stick spray and set aside.
Cut cheese into ½ inch cubes.
Pour milk over the crumbs and set aside.
In a large bowl, combine the ground beef, crumb and milk mixture, egg, garlic, salt, pepper, and half of the BBQ sauce. With your hands, mix the meatballs until combined.
Evenly roll a section of the meat mixture into an approximately 1 inch sized meat ball. Press 1 cube of cheese into the center. Gently form the meat around the cheese cube so it is in the center.
Refrigerate at least 30 minutes. Preheat oven to 400 degrees while cooling.
Place the meat balls onto the prepared broiler pan. Use the kind with a drip pan so the hamburger grease drips into a catch pan. Bake for 10 minutes. Remove and baste on all sides with the remaining BBQ sauce.
Return to the oven and bake another 10-12 minutes until the meat is no longer pink inside. Let cool slightly and serve.