Cheeses that melt well typically have larger proportions of fat and water than other cheeses that have less fat/water and more protein. Also, the way in which the cheese was made plays a difference, eg how the cruds were formed, through acid (no melt) or through rennet (melt).
Consider that fats will liquify at relatively low temperatures (even body heat), and so if there is sufficient fat and water in the cheese, its structure begins to turn to an unstructured goop of all the other components suspended in the fatty, watery solution. Consider that the best melting cheeses are themselves already quite soft or gooey in their unmelted state, like mozzeralla or brie.
Other cheeses have more protein, which lends to a different texture, taste and mouth feel. Typically these cheeses are aged for longer periods, have a sharper taste, and may contain minimal lactose so they are easier on the lactose intolerant. Their structures hold up better to heat, so they just get warm or even undergo the mallard reaction (ie, browning), which is the desired trait. For instance, Halloumi – its not a bug, its a feature!
It depends on the protein content and its structure. Think of like bread and gluten. If you don’t knead a dough, you won’t make a gluten mash and your dough will be brittle (like a cheese that won’t melt, just break up in chunks). If you knead it, the proteins will alligne and create a structured mash that can hold its shape when heated up.
Oil content can affect this as well, because it interfere with the formation of the protein structure.
In cheese, this is influenced by the milk used in production, and the method as well (if the cheese is cooked, heated up, salted, etc)
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