Step 1: Using the food processor, mince the onion, celery, carrot, garlic, and basil into a smooth paste.
Step 2: Heat the olive oil in the soup pot over medium-high heat. Add the veggie paste. Cook, stirring until the paste has dried out and just begins to stick to the bottom of the pan, about 5 minutes.
Step 3: Pour the cold water into the pot, stir up the paste put on the cover, and bring the water to a boil. Lower the heat, and simmer the broth for about 15 minutes, blending the flavors.
Step 4: After about 15 minutes, stir in the escarole, fennel, the zucchini, and the 2 tablespoons kosher salt. Return to the simmer, and cook covered for 45 minutes or so, until the greens are tender. Remove the cover, and cook at an active simmer for another 45 minutes or longer, until the soup has reduced in volume and the flavors are to your taste.
Step 5: While the soup simmers, PREPARE MEATBALLS; tear the bread slices into chunks then transfer to a small bowl. Pour in just enough milk to cover them (start with 1/3 cup). Let soak for a few minutes, until completely saturated, then lift the bread out of the bowl and lightly squeeze out just some the milk in your hands. Break the moist bread up using your hands, then toss them into a large bowl.
Step 6: If using sausage links, remove the sausage meat from the casings, and crumble it in with the shredded bread, breaking up any meat clumps with your fingers. Add Parmesan cheese and the beaten egg over the meat, and sprinkle the salt, freshly ground black pepper, and parsley on top. Mix with your hands.
Step 7: Scoop up a small amount of the meat mix (about a heaping teaspoonful. Shape into 1-inch balls (the size of a large grape). Continue to form balls until all the meat is used up.
Step 8: Meanwhile, fill the 4-quart saucepan with 3 quarts of lightly salted water to poach the meatballs, and bring it to a boil. Drop in the meatballs, cover the pot, and return the water to a boil quickly. Adjust the heat to keep the water simmering gently, and poach the meatballs, uncovered, about 5 minutes, until cooked through. Lift them out with a spider or strainer, let drain briefly, and drop them into the finished soup (discard the poaching water).
Step 9: Bring the soup to a simmer, and cook meatballs and soup together for about 5 minutes. (If you'll be serving the soup later, put the meatballs in a bowl. Reheat them in the soup, and simmer 5 minutes just before serving.)
Step 10: Turn off the heat, and ladle the soup in bowls with vegetables and meatballs.
Step 11: If desired allow your guests to drizzle the top with your very best Italian olive oil.
Step 12: Pass Parmesan cheese at the table.
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