Preheat the oven to 400°F (200°C). You can also use your air fryer at 370°F (190°C).
Using a sharp knife, make a horizontal slit down the side of each sausage, careful not to cut all the way through.
Insert a mozzarella stick into each sausage and gently press the sausage back together to enclose the cheese.
Place the stuffed sausages snugly in a small baking pan to prevent them from tipping over or the cheese from spilling out.
Spoon the marinara sauce evenly over the sausages.
Place in the preheated oven and bake for 20-30 minutes, or until the sausages are cooked through and the cheese is melted and bubbly. If you're using an air fryer, bake for 15-25 minutes.
Remove from the oven, sprinkle with fresh parsley, and serve hot.