Preheat oven to 400ºF.
In a medium bowl, mix together the cornbread mix, egg and milk. Pour into muffin tins, filling each cup about halfway.
For regular-size muffins, spoon about 2 tablespoons of chili into the center of each cup of corn muffin batter, making sure to spoon it right into the center, leaving yellow around edges. For mini muffins, spoon about a tablespoon into the center of each cup. Top with cheese and bake according to package directions.