Heat milk and add mozzarella and cheddar cheese. Stir to cook till cheese melts. Remove from heat and let cool. Add mayonnaise and mix till smooth.
Fry K&N's Croquettes as per instructions on pack and slice lengthwise into halves.
Cut open a green chilli from one side and deseed. Fill with cheese mixture, Peri-Peri sauce, and half a Croquette. Repeat with all chillies and freeze for 30 minutes.
In plain flour, mix salt and black pepper. Coat stuffed chillies in flour, beaten eggs, and then bread crumbs, and freeze for further 30 minutes.
Deep fry and serve with Peri-Peri sauce.