In a heavy stand mixer, place all ingredients, except for Velveeta, and mix with paddle attachement until well blended. Change to dough hook and knead for 5 minutes, or until elastic and dough becomes less sticky. You may have to add a bit more flour to achieve this texture. If you don't have a mixer with a dough hook, mix all ingredients together and turn out on a floured surface and knead for 5 minutes.
Cover dough and let rest for 30 minutes. Punch down dough.
Preheat oven to 450 degrees. Line a baking sheet with parchment or grease. Mix the baking soda & hot water. Set aside.
Break of 36 equal portions of the dough and slightly flatten. Put a cube of Velveeta in the center and seal well, forming into a ball. When all balls are formed, roll in the baking soda wash and place on prepared baking sheet.
Bake at 450 degrees for 10-15 minutes or until balls start to turn golden brown. You can brush with a bit of melted butter during the last 5 minutes of baking if you wish.
Makes 9 servings (4 each).