A process of producing a filled sheet of process cheese, in which process cheese and a filling are co-extruded into a packaging material to produce a strand having a thickness, the strand is separated at predetermined locations to produce separate sheets, in which the filling is fully enclosed. A machine for producing filled sheets of process cheese, having a co-extrusion nozzle with an outer port for extruding an outer component and an inner port for extruding an inner component fully enclosed by the outer component into packaging material to form a co-extruded strand. The machine may comprise a device for reducing the thickness of the co-extruded strand, such as two or more cooperating rollers, and a device for separating the co-extruded strand, such as two or more rollers having ridges. A sheet of process cheese filled with a filling fully enclosed by the process cheese and having a thickness of 6 mm or less is also disclosed.