Cheese balls are more like a party appetizer or snack that’s enjoyed in many parts of the world. They are bite-sized delights that burst with cheesy goodness. These party favorites typically feature a creamy, melty cheese center encased in a crispy coat. They can be deep-fried for an indulgent treat or baked for a healthier option. Flavors vary, but often include cheddar cheese, herbs, and spices.