In a large bowl, gently mix the turkey, bread crumbs, shallot, egg, salt, pepper and parsley by hand until combined. Shape mixture into eighteen 1 1/2 inch meatballs.
Heat olive oil in a large non-stick skillet over medium high heat. Add the meatballs, flipping occasionally to make sure all sides are golden brown. Use a meat thermometer to ensure the meatballs reach a safe internal temperate of 165°F.
Warm up marinara sauce in a pot large enough to hold the sauce and meatballs. When meatballs are done, add them to the sauce and stir to coat.
To serve, place 3 meatballs in each hot dog roll and insert a toothpick through each meatball before cutting the roll into thirds. Sprinkle each with parmesan cheese and parsley.