Bring water and salt to a boil in a heavy-bottomed 2-quart saucepan.
Lower the heat to medium. Add the cornmeal and stir rapidly until the mixture turns into a dough and starts to peel away from the bottom and sides of the pan. Take the pan off the heat.Add a half cup of the cheese and fold gently into the dough. Repeat with the last half cup of cheese. Remove the dough from the pan and set on a cutting board.
While the cornmeal dough cools for a moment, heat your oil to 350 degrees over a medium flame. As the oil comes to temperature divide the dough in half and roll into two cylinders, about an inch and a half in diameter. Take a medallion of dough (about a tablespoon’s worth) and roll into a cigar shape about the thickness and length of a ring finger. Repeat until all the dough is rolled up. You should have about 20 sorullos.
Fry the sorullos in small batches until crispy and set aside to drain and cool on the paper towel lined plate.
Sorullo Dipping Sauce
Mix together the mayo, the ketchup, and chopped peppers in a bowl until fully combined. Dip a sorullo in it and take a little bite of heaven!