"The Welsh rabbit," from Un-natural History Not Taught in Bored Schools by James Freyberg, 1883.

This is actually a Googlewhack, as of this posting: "A pound of prevention is worth an ounce of cheese."  From St. Nicholas magazine, 1903.

"And when we came at last to the five thousand cheeses, my mother burst out crying."  From The Personal History, Adventures, Experience, and Observation of David Copperfield the Younger by Charles Dickens.

An illustration from an 1896 issue of The Idler magazine.  The caption reads: "Waiter, this Gorgonzola has eaten all my bread!"

"Cheesy" movies are not limited to Spaghetti Westerns.  Why not specify the type of cheese?  If the film simply stinks, it undoubtedly qualifies as a Limburger, Vieux Boulogne, or perhaps Gorgonzola.  If there are too many plot holes, call it Swiss Cheese.  If the film suffers from stiltedness, why not call it a Stilton?  Overly dry humor or wit suggests a Parmesan or Romano, while bland or insipid content might be called Buffalo Mozzarella.  A film made quickly and cheaply (even if glossily) recalls American Cheese, while overly mushy emotionality suggests Cottage Cheese.  And, of course, so-called "blue movies" would be Bleu Cheese.  Cheesy movies are often quite entertaining and good in their own way, in which case we might call them Gouda.

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Jonathan Caws-Elwitt writes:

"When we truly assert that we see no cheese, or that we notice the absence of cheese, there is not a thing that we are seeing."
—Morris Lazerowitz, The Structure of Metaphysics (2000)