In a saucepan over medium heat, bring water, cornmeal and salt to a boil; stir until thickened. Remove from the heat; stir in butter and molasses. Cool to room temperature.
In a large bowl, dissolve yeast in warm water. Add the cornmeal mixture, rye flour and 1 cup all purpose flour; beat until smooth. Stir in enough remaining all-purpose flour to form a stiff dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1-1/2 hours.
Punch the dough down. Turn onto a floured surface; knead cheese cubes into the dough. Divide into three portions; shape each portion into a 5-in. round loaf.
Sprinkle greased baking sheets with cornmeal. Place loaves on prepared pans. Cover and let rise until doubled, about 1 hour.
Bake at 350° for 40-45 minutes or until golden brown. Remove from pans to wire racks to cool. Store in the refrigerator.