A lot of people have been wondering, "how do you smoke cheese?"
First of all, you must cold smoke cheese. In order to cold smoke cheese you must use or build your own cold smoker. You can build my cold smoker here, or an easy way for a quick temporary cold smoking device is to use a soda can smoker.
A soda can smoker can be made by first cutting the top off of a empty soda can and putting a hot coal in the bottom. Next you can choose any flavor wood you would like to use to flavor your cheese, and fill the remainder of the can with the wood. Seal the can with a piece of aluminum foil with holes poked in the top, this ensures that the wood will not have enough air to catch fire, just enough to keep smoking.
After you have chosen your type of cold smoker you wish to use place it on one end of your existing smoker or BBQ and place the cheese on the other side. Make sure all the vents are closed except for the ones on the side where the cheese is. Leave the cheese for about 3 to 4 hours if yellow cheese and 1 to 2 hours if white cheese, and it should be perfectly smoked. Remove the cheese from the grill, put it in a zip lock bag and leave in a refrigerator overnight to allow the cheese to really soak up the smoke flavor, another option is to vacuum seal the cheese once smoked and leave it in the fridge for 2 weeks and the smoke flavor will disperse throughout the entire block of cheese.