Preheat your oven to 200°C (390°F) and line a baking sheet with parchment paper or a silicone mat. This helps prevent sticking and ensures easy cleanup.
In a large mixing bowl, combine the grated cheddar cheese, panko breadcrumbs, grated Parmesan, smoked paprika, and a pinch of salt if desired. Mix until evenly distributed, creating a fragrant, crumbly mixture.
Add the large egg to the bowl and stir thoroughly until the mixture becomes cohesive and slightly sticky. This will help it hold together when shaping.
Using a tablespoon or a small scoop, portion out the mixture and gently roll into compact balls with your hands. Repeat until all the mixture is used, about 12-15 balls in total.
Place the cheese balls on the prepared baking sheet, spacing them about 2 inches apart. Lightly brush or spray the tops with oil to promote even browning and crispness.
Bake in the preheated oven for 15-18 minutes, or until the tops are golden brown and crispy. You’ll hear a gentle crackle as the crust forms and see the cheese bubbling inside.
Once baked, remove the cheese balls from the oven and let them rest for 5 minutes. This allows the cheese to set slightly and makes them easier to handle.
Transfer the cheese balls to a serving plate and serve warm. They should be crispy on the outside and gooey and cheesy inside, perfect for snacking or sharing.