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Divide the mozzarella between 2 slices of bread, leaving a 1cm border. Sandwich both with another slice of bread, then press the edges with a fork to seal.
Beat the egg and the milk in a dish, add the sandwiches and leave to soak for 1 min, turning once.
Fry the sandwiches in the butter over a medium heat for 5 mins, then flip and cook for 5 mins more, until golden on both sides. Serve with chilli sauce.