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Line a rimmed baking sheet with aluminum foil.
Combine ground beef, sausage, bread crumbs, parmesan, onion, garlic, egg, milk, thyme and sage in a mixing bowl. Knead the meat mixture lightly with hands to combine.
Form meat mixture into 1-1/2 inch balls. Make a depression in the center of each and insert shredded cheese. Reshape the meatball to completely enclose the cheese. Transfer to baking sheet.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Smoke the meatballs for 30 minutes.
Increase the heat to 300 degrees F and bake the meatballs until they are cooked through, 20 to 30 minutes more or until an instant-read meat thermometer reads 160 degrees F.
Serve with marinara sauce and garnish with fresh chopped parsley or basil, if desired. Enjoy!