Take the slices of bread, then place a slice of mozzarella cheese between two of the bread slices to make a sandwich. (Make sure that the mozzarella slices are smaller than the bread slices, so that you have a good 1/2in/1 cm margin around the slices, to prevent the cheese from oozing out as it melts during cooking.)
Fill a large skillet with the oil, enough for a semi-deep fry, about 2cm/1 inch deep. While the oil is heating up, set up your 'assembly line': Line up the milk, flour and seasoned beaten egg, each in separate bowls, preferably right next to the frying pan. Have a grate at the ready for draining the sandwiches after they're fried. Here was my set up:
Mis en place
Dip each mozzarella sandwich, on both sides, in the milk until nice and moist, then in the flour, then in the beaten eggs seasoned with salt and pepper, making sure the bread is well impregnated with the egg. Then fry each sandwich in the oil over moderately high heat until golden brown on each side—a few at a time so that you don't crowd the frying pan. As the sandwiches are done, transfer them to the rack while you fry the rest.
When they're all done, sprinkle the sandwiches with salt and serve immediately.
Mozzarella in carrozza is traditionally served just like this, perhaps with lemon wedges on the side. But I like to gild the lily by serving them with a bit of anchovy sauce: you empty a tin or jar of anchovies with some olive oil in a saucepan over moderate heat. Stir until the anchovies have broken up and are sizzling, then add a tablespoon or so of water. The anchovies will almost instantly form a smooth sauce. Add finely minced garlic (a garlic press works well here) and parsley. Stir once, then remove from the heat. You can spoon this sauce on top or around the sandwiches or, since anchovies can be 'controversial', in a sauceboat for those who want it.