If using a deep fryer, begin heating the oil to approximately 360°F.
Reconstitute mushrooms in 1 cup of heated chicken broth. Drain mushrooms, save broth for cooking. Chop mushrooms so that they are about 1/4-inch square.
In a medium-size pan, add fat scraps and raw pancetta. Cook until browned and crispy, about 3 to 5 minutes. Drain and set aside.
In a medium-size pot, heat the olive oil and cook shallots until translucent (about 1 minute). Add 2-1/2 cups chicken broth (include the 1 cup used for mushrooms), steel cut oats and mushrooms. Bring to a boil and reduce heat to medium. Cook, stirring often, until oats drink up most of the liquid (about 15 - 20 minutes). When mixture has thickened and oats are cooked, remove from heat and add thyme and pancetta.
Let mixture cool until no steam is released when stirred. To speed up cooling process, place the pot of oats in an ice bath, stirring constantly. When oats are warm to touch but not hot, add 1 egg, stirring to combine. Add parmesan, stirring to combine. If using a pot of oil rather than a deep fryer, begin heating oil to approximately 360°F.
Taking three medium bowls, place unbleached white flour in the first bowl. Place two eggs and milk in the second bowl and whip to combine. In the third bowl, place bread crumbs.
Using wet hands, scoop 1/4 cup of oatmeal mixture into your hands forming a ball. The mixture will be sticky and it is handy to have a bowl of water neaby to wash-up as you go. Press one piece of Pecorino into the center of the ball, forming the mixture around the cheese. Dip first in flour, second in eggs, third in bread crumbs. Place on a dry plate until ready for frying. Continue to make balls until the mixture is gone.
Depending on the size of the fryer, place as many balls as you can into the oil at once so that they lay evenly in the bottom of the basket or pot. Fry for 1 - 2 minutes, until golden brown. Remove from oil and place on a paper towel to soak up excess oil. Continue frying until all balls are cooked.
Serve with our simple tomato sauce or your favorite tomato sauce.
Simple Tomato Sauce
In a large heated saute pan, add the olive oil, then the garlic over medium heat.
Add the tomatoes and their juices, using a spoon to break up the tomatoes. Add the salt, pepper, oregano and red pepper flakes and stir to combine.
Turn heat to low, partially cover and allow to simmer for about an hour. Stir occasionally, scraping the bottom to combine.
When sauce is thick, remove from heat and add parsley. Stir to combine.