@Margaret Pilgrim, @Kerry Beal, I never add the cheese during the kneading/stretch/fold stage because then it just seems to disappear into the dough and you can't really see it.
I like the cheese to be visible and the flavour more pronounced so I don't add the cheese until I am shaping the baguettes. After the bulk fermentation.
I grate it fairly coarsely and just top the dough with the cheese, and then as I fold into the shape, I add more cheese which gets covered as you continue to shape.