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I've had some success with slices in the middle - width and depth of the block of cheese and about 5mm thick. Too thick seems to result in large voids around the cheese - too thin and it mostly disappears. Additional problems (for me) come from crumbly cheeses such as cheshire or caerphilly: mostly I use extra strong or extra mature cheddar or lancashire strips rolled in while knocking back, with more grated on top just before baking.
Try olive oil instead of butter? Something like 300g strong flour / 7g fast yeast / 5-7g salt / 200g warm water / 20g olive oil for six to eight rolls - enough to prove the recipe, not so much that you'll be ill from eating the evidence if it doesn't work.
hmm, trying to make bread rolls with a cheese filling, possibly just putting a cube of cheese in the middle was not such a great idea, it looks like i should have grated it instead
am new to baking so a steep learning curve
at least the dough is not as cake like as my last batch of bread - the recipe i used that time suggested putting a little butter and teaspoon of sugar in and it ended up more like a scone