Combine 2 cups cold mashed potatoes, 1 egg, ½ tsp salt, and ¼ tsp pepper. Mix smooth. Chill 20 minutes if too soft.
Scoop 1 tbsp mixture, flatten, place cheddar cube inside, seal completely, and roll into a ball.
Roll each ball in breadcrumbs and press lightly to coat evenly.
Wrap one bacon slice around each ball and secure with a toothpick.
Heat canola oil to 350°F and fry 1–2 bombs for 3–5 minutes until bacon is golden and crisp.
Remove, drain on paper towels for 1 minute, remove toothpicks, and serve with sour cream.