supplì

Get one in any train station or bar. The Roman version of arancini originated in the Jewish Ghetto, and were named after the French 'suprise' for the filling hidden inside.

The rice is cooked in tomato sauce and is nearly always filled with mozzarella (if no tomato, they are called supplì in bianco). Originally, they were filled with offal; if you found one like that, it would indeed be a surprise.

Sometimes they are called supplì al telefono, because of the mozzarella that stretches from plate to mouth, like an old fashioned telephone cord. They're usually conical with rounded bottoms—a great shape for rolling in breadcrumbs.