Heat oven to 400°F. Separate dough into 10 biscuits. Partially separate each biscuit into 2 layers; insert 1 cheese cube and about 1 teaspoon onion into each opening. Place on ungreased cookie sheet. Press edges to seal well. Cut a deep X on top of each biscuit. Brush each with margarine; sprinkle with fennel seed.
Bake at 400°F. for 7 to 11 minutes or until light golden brown. Serve warm.