New methods of forming compounded cellulose esters are provided. The methods comprise mixing a cellulose ester, functional additive, and a swelling agent and subsequently removing at least a portion of the swelling agent. The swelling agent is one that assists in causing the functional additive to penetrate into the cellulose ester, while not acting significantly as a solvent for the cellulose ester. Preferred cellulose esters include, but are not limited to, cellulose acetates, cellulose triacetates, cellulose acetate phthalates, and cellulose acetate butyrates. The functional additive can be a plasticizer, stabilizer, or other additive selected to modify a particular property of the cellulose.