Prepare macaroni and cheese according to package instructions. While the macaroni and cheese is still hot, stir in cheddar, Monterey Jack and cayenne until the cheese is completely melted. Transfer mac and cheese to a large bowl, then cover with plastic wrap and refrigerate until firm, about 2 hours.
In a small, shallow bowl, season flour with salt and pepper. In a second shallow bowl, whisk together eggs and milk. Place bread crumbs in a third bowl.
Using a small cookie scoop, scoop small balls of mac and cheese. Toss each ball in seasoned flour, dunk in the egg mixture to coat, then dredge in bread crumbs. Refrigerate until ready to fry.
In a large, heavy pot, heat about 1" vegetable oil over medium heat. Meanwhile, place a wire rack inside a large baking sheet. When the oil is very hot and shimmering (and about 350°), add cheese balls. Cook until very golden all over, about 2 minutes per side. Transfer the fried bombs to a wire rack and sprinkle them with salt. Repeat with remaining mac and cheese bombs.
Transfer bombs to a serving dish and garnish with parsley. Serve warm.
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