I don't believe such a thing is possible....unless you somehow fill the bread after baking. Bread needs to be cooked to 200 degrees internal temperature and I don't know any cheese but "faux cheese" that stuff made out of vegetable fat, that would not melt at about 140 degrees.
Linda C

This is the one I use:

Cheese Bubble Loaf

1 loaf frozen bread dough, thawed
36 (1/2-inch) cubes Cheddar or American cheese

Divide dough into thirds; then divide each third into 12 pieces. Shape each piece around a cube of cheese. Layer balls in a well-greased 9x5-inch pan. Cover; let rise in a warm place until dough well fills the pan, 1-1/2 to 2 hours.

Bake at 375° for 30 to 35 minutes. Refrigerate leftover bread.