Preheat oven to 375°F (190°C).
In a large bowl, combine ground beef, breadcrumbs, milk, egg, onion, garlic, Worcestershire sauce, salt, and pepper until just mixed.
Toss baby potatoes with olive oil, rosemary, and a pinch of salt; spread on one side of a large rimmed baking sheet.
On the other side of the sheet or in a separate loaf pan, shape half of the meat mixture into a rectangle.
Place the block of mozzarella in the center and cover with the remaining meat mixture, sealing the edges thoroughly to prevent leakage.
Bake for 50 to 60 minutes, or until the internal temperature of the meat reaches 160°F (71°C).
In a small saucepan over medium heat, melt butter and whisk in flour for 1 minute to create a roux.
Gradually whisk in beef broth, simmering until thickened to a gravy consistency.
Stir in heavy cream and adjust seasoning with salt and pepper; remove from heat.
Allow meatloaf to rest for 10 minutes before slicing and serving with potatoes and gravy.