Heat olive oil in a pan and fry chopped onion and garlic for 5 minutes until golden.
Add the tomatoes, bring to a boil, and simmer gently for 15 minutes.
Stir in basil and rocket leaves and simmer for an additional 15 minutes.
Season with salt and pepper, then blend and sieve the mixture into a bowl.
Heat a deep-fat fryer to 180°C.
Remove bread crusts and cut into discs slightly larger than the mozzarella slices.
Dip one side of the bread in milk and place mozzarella on the dry side.
Season mozzarella and top with a second bread slice, milk side out, sealing the edges.
Dredge each sandwich in flour and then coat thoroughly in beaten egg.
Fry the sandwiches until golden, then drain on paper towels.
Plate two sandwiches over the hot tomato sauce and serve.