United Kingdom

or hop on the ferry and go to Super U myself.

I mean, there there are going to be other costs that dominate in that case anyway (if someone's going purely for the purpose of purchasing cheese), but if you're personally carrying the thing, is cheese duty-free?

googles

https://en.wikipedia.org/wiki/Duty-free_shop

A duty-free shop (or store) is a retail outlet whose goods are exempt from the payment of certain local or national taxes and duties, on the requirement that the goods sold will be sold to travelers who will take them out of the country, who will then pay duties and taxes in their destination country (depending on its personal exemption limits and tariff regime).

Duty-free are abolished for intra-EU (inside the EU tax union) travelers but are retained for travelers whose final destination is outside the EU. They also sell to intra-EU travelers but with appropriate taxes.

In 2021, with Brexit duty free are reintroduced in three British nations: England, Wales and Scotland. This allows reduced taxes on wine, Champagne or Prosecco, beer and spirits as well as on cigarettes, cigarillos, cigars, or tobacco.[17]

Hmm. Doesn't really answer the question, as that's not specific to the UK and the second bit is about people buying in the UK to take goods to the EU.

looks further

https://www.gov.uk/bringing-goods-into-uk-personal-use/print

You can bring some goods from abroad without having to pay UK tax or duty, if they’re either:

• for your own use
• you want to give them as a gift

Allowance for other goods

You can bring in other goods worth up to £390 (or up to £270 if you arrive by private plane or boat).

Declaring goods made or produced in the EU

You do not need to pay any tax or duties on personal goods you bring into Great Britain as long as they are within your personal allowances.

looks up the price of a Dover-Calais round-trip ferry ticket

About £190. I assume that that includes any cost of clearing customs, that there isn't any additional fee.

So my guess is that traveling to the EU in person -- while an option -- to obtain up to £390 in goods is probably, even excluding the time and other costs, going to be more expensive than ordering it, even with the processing fee being discussed in the article. But if someone's going to be going to the EU anyway for some other reason and just picks up the cheese on the way back, it could pay off relative to having it shipped in.