Preheat your oven to 200°C (392°F).
Cut the pumpkin into slices (you can remove the skin if it's too tough).
Place the pumpkin slices on a baking tray, drizzle with a bit of oil, and season with a pinch of salt.
Bake for 30 minutes, or until the pumpkin is tender when pierced with a fork.
Once the pumpkin is soft and cooked, transfer the slices into a large bowl.
Use a fork or potato masher to mash the pumpkin into a smooth consistency.
Add breadcrumbs, grated Parmesan, egg, chopped parsley, salt, and pepper to the mashed pumpkin.
Mix until all the ingredients are well combined into a uniform mixture.
Using your hands, take approximately 40g of the pumpkin mixture and form it into a ball.
Press a small cube of mozzarella into the center of each ball, ensuring it's well covered by the pumpkin mixture.
Roll each ball in breadcrumbs until evenly coated.
Heat oil in a deep pan or fryer to 350°F (175°C).
Fry the pumpkin balls for a few minutes, turning them occasionally, until they are golden brown and crispy on all sides (about 3-4 minutes).
Remove the fried balls from the oil and place them on a paper towel to drain any excess oil.
Serve the crispy fried pumpkin balls hot, either as a snack, appetizer, or side dish.