Combine shredded cheddar, softened cream cheese, paprika, and black pepper in a mixing bowl. Stir thoroughly until the mixture is smooth, creamy, and uniform in color.
Chill the mixture in the refrigerator for 15-20 minutes until it firms up slightly, making it easier to shape.
Preheat the vegetable oil in a deep pan or wok to 180°C (355°F). Use a thermometer to ensure the temperature is steady.
Once chilled, scoop about a tablespoon of the cheese mixture and gently roll it between your palms to form a small, round ball about 2.5 cm (1 inch) in diameter. Place each formed ball on a parchment-lined baking sheet.
Carefully lower a batch of cheese balls into the hot oil using a slotted spoon. Fry in batches, turning occasionally, for 3-4 minutes until they are golden brown and crispy on the outside.
Using the slotted spoon, transfer the cooked cheese balls to paper towels to drain excess oil. Let them rest for 2 minutes.
Serve the cheese balls hot, with your favorite dipping sauce or just on their own for an irresistible, cheesy snack.
