Combine ground beef, bread crumbs and egg in medium bowl; shape into 12 meatballs.
Arrange meatballs in slow cooker; pour Sauce over meatballs. Cook covered on LOW 8 to 10 hours or HIGH 4 to 6 hours. Stir in cheese and cook covered an additional 5 minutes or until cheese is melted. Serve, if desired, in Italian rolls.