For the sauce, heat the olive oil in a pan and, once hot, add the onion and garlic and fry for 4-5 minutes, until soft and golden.
Add the tomatoes, bring to the boil, then reduce the heat and simmer gently for 15 minutes.
Add the basil leaves and rocket, stir and simmer for another 10-15 minutes.
Season with salt and freshly ground black pepper and, using a hand blender, blend to a sauce. Pass the sauce through a sieve into a bowl and set aside.
For the deep-fried mozzarella, heat a deep-fat-fryer to 180C/350F. (CAUTION: hot oil can be dangerous - do not leave unattended)
Cut the crusts off the bread and cut into slightly larger discs than the mozzarella slices.
Dip the slices of the bread on one side into the milk and then place a slice of the mozzarella onto the dry side.
Season the mozzarella with salt and freshly ground black pepper and make a sandwich with the other slice of bread, milk-soaked side on the outside. Press down around the edges to seal the sandwich.
Dredge the sandwich in the flour and then dip into the beaten egg to soak.
Carefully place the sandwich into the hot deep-fat-fryer and fry until golden and crisp on the outside. Carefully remove with a slotted spoon and drain on paper towels.
To serve, pour the hot sauce onto a plate and place two of the mozzarella sandwiches into the middle.