It may seem a bit fussy, but absolutely do not skip the second layer of breading. Whether baked or fried, mozzarella loves to escape from its confines. The double breading is the key to containing it. Don't skip the freezing, either. It's an insurance policy against unruly, oozing cheese. It's not impossible to cook them successfully without freezing, but it's a whole lot harder and not worth the risk.