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We may earn a commission from links on this page.The best snack holiday of the year is finally upon us, and while I hope everyone has their cocktail weenie plans figured out, Id like to remind you that many other fillings rival the wee hot dog. One of my favorite things to wrap in a pastry blanket is a pickle, but this year I have a new obsession. Its fry-able, grill-able, bake-able cheese, and it is absolutely incredible wrapped in pastry. How to make the best cheese in a blanketUnfortunately, mozzarella doesn't cut it here. Grilling cheese, also called frying cheese, is the best choiceit's a high-protein cheese that doesnt completely liquify under heat. I tried wrapping mozzarella sticks and even cheddar for this job and it was a disaster. Those cheeses have too much water and fat strung throughout; by the time the Pillsbury crescent dough began to brown, the cheese would burst through the pastry and run out. (And yes, I tried an egg wash. My seams were sealed.)Then I remembered that frying cheese could do the trick. It melts and stretches just slightly, which makes for a soft, chewy, sometimes squeaky texture. Its creamy and salty, which is perfect for snacking and pairs well with any dipping sauces. Sure enough, it can stand up to the heat of the air fryer and oven while the pastry puffs and browns, without melting out into a terrible puddle. You can cut the cheese in small or large pieces, and wrap them in a strip or completely sealed in a pocket. Credit: Allie Chanthorn Reinmann Ive been using it in agua panela con queso, a comforting hot drink, and pan frying slabs of it for meals. The most alluring part of this type of cheese is that when it directly contacts a hot panor air-fryer grate, in our casethe cheese crisps and browns. Thanks to the Maillard reaction, new delicious flavors form along with this tempting crisp and color. Credit: Allie Chanthorn Reinmann You can wrap these up in numerous ways. As you can see in the picture above, I wrapped them in small morsels to mimic the size of pigs in a blanket, but you can also cut the cheese into long sticks and fully encase them in pastry. Try wide planks for big cheesy pockets. Personally, I like the thin sticks, where the ends ooze out and brown.How to make this snack even betterYou can take or leave this advice, but I sprinkled a light dusting of garlic parmesan seasoning salt I got from Walmart over the surface before wrapping the cheese chunks. Best idea of my day. The tiniest amount brought out a wonderful savory flavor, but dont go crazy or it will become overwhelming. Of course, you can just do a sprinkle of your own seasoning choices. Try salt with chili powder, garlic powder, and cumin. Dont forget that cheese can pair with sweet, too. Dust them with cinnamon sugar for a surprising sweet treat.This recipe uses the air fryer because its speed cant be beat, but you could do this in a conventional oven for sure. Just raise the temperature up to 375F and bake them for 10 to 12 minutes or until browned to your preference. Cool them briefly on a wire rack before serving.Cheese in a Blanket RecipeIngredients:1 tube Pillsbury crescent dough sheet1 block grilling cheese (halloumi or any of the options above)Optional dry seasonings for sprinkling (garlic salt, or any seasoning mix)1. Set your air fryer to the air fry setting and preheat it to 325F. This likely only takes a minute.2. Unwrap the Pillsbury dough and sprinkle the surface with a light dusting of seasoning salt (if using).3. Slice the grilling cheese into your preferred size of rectangle. Wrap each piece of cheese with dough and make sure the seam overlaps. Let them rest seam-side down.4. Place the wrapped cheese (seam-side down) into the air fryer fitted with a grate. Make sure they have a bit of space around them because the pastry will puff. Air fry them for four to six minutes, or until browned to your liking. If theyre on a grate you wont need to flip them, but if youre using a liner then you may need to flip them to brown the bottoms. Cool briefly and enjoy alone or with any delicious dips that make their way to your Super Bowl snack spread.