Place rolls on a lightly greased baking sheet a few inches apart and cover with plastic wrap. Place in a warm spot to thaw and rise for 2-3 hours. Working one roll at a time, pick it up in the palm of your hand and make a little pocket in the middle. Spoon in ½ teaspoon cranberry sauce and one cube of cheese. Pinch together the dough to cover the filling and place seam side down back on the baking sheet. Repeat with the remaining rolls. Cover the rolls again with plastic wrap and set in a warm place to rise for 30-60 minutes or until puffy and almost doubled in size.
Preheat the oven to 350ºF. Bake rolls 15-20 minutes. Allow to cool slightly before removing from the baking sheet.