Pulse the peeled onions and garlic cloves in a food processor until diced up. Heat them up in a pan with the olive oil until softened and lightly browned.
Pulse the walnuts in the food processor until they're small pieces.
Sift the vital wheat gluten in a large bowl, add in the salt, spices, pulsed walnuts, roasted garlic and onions. Give it a good mix and add water until the mixture binds together (I've added 1/2 cup of water).
Pinch of a small portion of the meatball-dough, press it flat, add in a vegan cheese cube, pinch together the ends and roll it in your hand until the cheese is completely covered by the meatball dough. Place the meatballs on a baking sheet lined with parchment paper.
Once all the cheesy meatballs are rolled, bake them in the oven for about 20 minutes until crispy and golden, turning them once after half of the baking time.