The invention provides a process of producing a filled sheet of process cheese, in which process cheese and a filling are co-extruded into a packaging material (56) to produce a strand (16) having a thickness and the strand (16) is separated at predetermined locations (18) to produce separate sheets, in which the filling is fully enclosed, and a machine (10) for producing filled sheets of process cheese, having a co-extrusion nozzle (22) 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, optionally a device (40) for reducing the thickness of the co-extruded strand (16), such as two or more cooperating rollers (42), and a device (44) for separating the co-extruded strand (16), such as two or more rollers (46) having ridges, as well as a sheet of process cheese filled with a filling fully enclosed by the process cheese and having a thickness of 6 mm or less.