You will need sturdy wooden toothpicks, roughly 3 inches long, for this recipe. Regular toothpicks are too short. Fresh baby mozzarella balls packed in water are tender and soak up the oil best; shrink-wrapped mozzarella (the kind you generally use on pizza) won’t be as good in this recipe. This recipe is perfect for a party, and you can double or triple all the ingredients—just make sure you have the right number of toothpicks.