Preheat the pellet grill to 250°F. Set it up for indirect cooking, and place a drip pan beneath the cooking area if needed.

In a small bowl, stir together the breadcrumbs and milk. Let them sit for a few minutes until the crumbs are softened.

In a large bowl, combine the ground beef, ground pork, egg, softened breadcrumb mixture, Parmesan, garlic, Italian seasoning, salt, and black pepper. Mix gently just until combined.

Lay a large sheet of parchment paper on the counter. Pat the meat mixture into a rectangle about 1 inch thick. Leave a small border around the edges. Scatter the chopped spinach and mozzarella cubes over the center of the rectangle.

Use the parchment to help roll the meat around the filling, starting from a long side. Pinch the seam and both ends closed so the cheese is enclosed. Shape the loaf evenly, then place it seam-side down on a grill-safe tray.

Transfer the tray to the pellet grill. Smoke until the center of the meatloaf reaches 160°F on an instant-read thermometer, checking the temperature in the meat rather than the cheese filling.

Spoon the marinara over the top during the final 15 minutes of cooking. Remove the meatloaf when it reaches temperature, then let it rest for 10 minutes before slicing.