To make the sauce: heat the olive oil in a pan and fry the onion and garlic for 30-60 seconds.
Add the tomatoes to the pan, then the oregano and wine and bring to the boil. Reduce the heat and simmer for 15-20 minutes. Allow to cool slightly.
Place the sauce in a food processor or blender and season with salt and pepper. Blend for a few seconds, leaving the mixture a little chunky. Add the basil leaves to the sauce.
Cut the bread slices into slightly larger discs than the mozzarella slices. Dip one side of the bread slices into the milk and then place a slice of mozzarella on the dry side with some basil leaves. Season the mozzarella with salt and pepper and make a sandwich with the other slice of bread, milk-soaked side on the outside.
Season the eggs with salt and pepper. Coat the sandwiches with the beaten egg.
Heat the oil in a deep-fat fryer and when hot deep fry the sandwiches for about 3-4 minutes until golden and crisp on the outside. Drain on kitchen paper
To serve: reheat the sauce and spoon the hot sauce onto the plate; place 2 mozzarella sandwiches in the middle and serve straight away.