Place a piece of cream cheese in the center. Bring the sides of the dough towards the center to pinch and seal the ball. Roll the ball lightly in between your palms to smooth out the seam. Repeat with remaining dough.
Prepare the water bath by mixing hot water with baking soda in a bowl. Dip the balls into the mixture, roll in everything bagel seasoning, and place the bagel bombs back on the baking sheet.