In a large bowl, combine the ground beef and ground lamb or pork.
Add the finely chopped onion, minced garlic, baking soda, salt, black pepper, paprika, and cayenne pepper (if using).
Mix the ingredients thoroughly until well combined. If desired, add the sparkling water to the mixture for extra fluffiness.
Using your hands, shape the meat mixture into small, finger-shaped sausages, about 3 inches long and 1 inch thick.
Place the shaped ćevapi on a tray and refrigerate for at least 1 hour to allow the flavors to meld.
Preheat your grill or grill pan to medium-high heat. Lightly oil the grates with vegetable oil.
Grill the ćevapi for about 4-5 minutes on each side, or until they are cooked through and have a nice char on the outside. The internal temperature should reach 160°F (71°C).
Enjoy your meal!