I’ve found an excellent circular breathing tutorial where where the tongue is used instead of the cheeks (or additionally to the cheeks). The tutorial is made for didgeridoo players, but many aspects can be applied to other wind instruments.
For me personally, circular breathing on the melodica works much better with the tongue method, I have better control over the airflow.
The disadvantage of using the tongue is, of course, that the articulation possibilities are limited while it shovels air into the melodica.
Original version (German with subtitles):
https://www.youtube.com/playlist?list=PLG7NWEgElaNNrfa09AWMBKWXhsfhcf_89
English version:
https://www.youtube.com/watch?v=Cx1kbTK85DU&list=PLG7NWEgElaNNmssJMNQ-0XXLxthJEg-xt