Cheese is not something that you will find easily in Bali. Appart from the industrial cheese slices, you will not find a great selection of cheese in the local shops.
Nevertheless, some shops like Pepito or Popular Market offer a little selection of cheese.
Another company is also doing an amazing job by distributing delicious cheese made by farmers in Java and Bali. You can contact them via Facebook on their page Asi Retail Bali.