Spray counter lightly with non-stick cooking spray.
Combine 2 rolls together and flatten into a 5 to 6-inch circle. Repeat with remaining rolls.
In the center of each dough circle, place one cube of cheese and 1-2 tablespoons of thick chili. Fold all edges up over filling and secure with toothpick.
Place, seam side up, in a well sprayed muffin tin. Cover with sprayed plastic wrap and let rise 15-20 minutes.
Remove wrap and bake at 350°F 20-25 minutes. Carefully remove to cooling rack. Remove toothpick before serving.