No! If you want to pan fry them, go for it! You don't need to cook them fully as they will continue in the sauce as it simmers. Pan fry in a cast iron skillet on a medium heat with a tablespoon of olive oil. Sear on all sides for 2-3 minutes until the meatballs form a crust on most sides. Add directly to a pot simmering with sauce (marinara or even a simple tomato sauce)