I looked it up and it is cheese balls marinated in soybean oil.
Cheese balls come in many styles and flavors; likely every cheesemaking part of the world has some version of a cheesy orb, be it rolled in nuts, herbs, spices, peppers, and dried fruits, or marinated in oil. The Middle East’s traditional cheese ball is Shankleesh, or “pickled Labneh,” a dairy delicacy native to Lebanon.