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Heat oven to 190C/170C fan/gas 5. Cook the macaroni following pack instructions, then drain in a colander. Meanwhile, melt the butter in a large saucepan over a medium heat. Once melted, add the shallots and cook very gently for 10-15 mins until soft. Add the flour, mix well, then slowly add the milk, a splash at a time, mixing well after each addition to make a smooth sauce. Once all the milk has been added, keep cooking and stirring until the sauce thickens. Stir in the mustard, cream cheese, cheddar and egg. Season well.
Tip the cooked macaroni into a deep baking dish (ours was 28 x 18cm) and pour over the cheese sauce, making sure the macaroni is well coated. Bake for 20 mins until starting to turn lightly golden. Remove from the oven, leave to cool completely, then chill overnight.
The following day, heat oven to 190C/170C fan/gas 5 and slice the macaroni cheese into 36 blocks. Transfer to 2 baking trays so the blocks have space around them. Gently press a piece of mozzarella into the middle of each. Bake for 10-15 mins or until starting to crisp at the edges and the cheese has melted. Put the blocks into the mini rolls with a few watercress sprigs and a squeeze of BBQ sauce, if you like. Serve immediately.