I think it depends. Some years ago, I went travelling somewhere remote, which meant I didn't eat bread for 3 months. The first time I had bread when I came back to civilisation, I came out in the most impressive (and uncomfortable) hives. After talking to the doctor, I cut out yeast totally (bread, Marmite, mushrooms, alcohol,) but after a while, I tried small pieces of bread and so on, and built it up. I still can't eat massive amounts of bread - every meal would make me feel ill.
I've also had times when nuts and tomatoes and various stoned fruit and apples all make me tingly, but I can eat them. If they're being tingly, I don't touch them, but after a couple of weeks or so, trying small amounts again is often okay. Although I can only eat apples if I have an anti-histamine tablet first. Mostly I just don't bother having apple, but this time of year, I will treat myself to a cox at some point. Also, cooked fruits are fine, no problem at all.
Things I have noticed are that I am more likely to react when I'm stressed. Also, if I'm reacting to one thing, I am more likely to react to others, so I have to be more wary during the hayfever season. (I've had hayfever since a small child.) Cooked versions are usually fine when raw things may not be. And short-haired cats can be okay when long-haired cats aren't, but I'm not going to try cooking them to see if they're okay...
Also, I am an adult, and I am making my own decisions in gauging my reactions and whether I risk anaphylactic shock. I'm not going to start experimenting with other people.
Anyway, I do think that introducing small amounts and building up will help, but if you've got a major reaction like peanuts and shellfish and things like that, where just touching the thing can cause anaphylaxis, I am not sure how tiny an amount it should be, and I'd leave that to medics.
When it comes to cheese - have you tried different cheeses? Soft cheese may have a different reaction to hard cheese. (I could introduce blue cheese as another variable, but why anyone would want blue cheese is beyond me in the first place!) I think if I were you, I'd probably start experimenting with small amounts, and avoid experimenting when anything important is coming up, in case of reactions, and if I did get a reaction, note the amount, and cut it out again, then start building up again. Although I don't get very bothered about cheese, so I probably wouldn't actually bother! But I know where you're coming from. I can't imagine being happy having to give up stoned fruit entirely.