In a deep frying pan or pot, heat the vegetable or sunflower oil to 350°F (175°C). Carefully drop a few of the coated cheese balls into the hot oil at a time, being careful not to overcrowd the pan.
Fry them for 2-3 minutes, or until they are golden brown and crispy on all sides. Use a slotted spoon to remove the fried bombs from the oil and drain them on a paper towel-lined plate.
Once all the cheese balls are fried, allow them to cool for a minute or two. This will make them safe to bite into without burning your mouth.
Serve immediately with your favorite dipping sauce, such as marinara, ranch, or spicy aioli.