I've never had any trouble, in any bar I've opened cheese in. As long as you're not making a mess my experience is that no-one will say anything at all.
I also know from experience that they will object to a bag of salt and vinegar chips and a cheeseburger. But I accept the reasons for this interjection.
Cheese I figure goes under the radar, as did my large tin of wasabi peas I put on the bar in O'Donoghues on Merrion Row before Christmas. Not a word said as a group of six tucked in for almost an hour. Act like its OK and it will treated as such I figure.