The easiest way for us backyard Q'ers is to use an offset cooker I think. It's hard for us to cold smoke.
Let the cheese, whatever cheap stuff is on sale, sit out in the kitchen for awhile to let the outside toughen up.
Light 2-3 pieces of coal and place on the soaked wood of your choice whether it's apple, hickory, whatever and let the smoke begin.
About an hour at 90* should be sufficient. The trick is keeping the temp down so make sure your thermometer works properly.
If you have a kettle grill, put the wood and coals on one side and use fire bricks or even just tin foil to make a wall up to the grate to protect the cheese from the direct heat. When I cook low and slow on the kettle I'll secure the trap door in the open postion and foil the door as well.
Close the bottom vent and open the top one just a touch to maintain the temp you want.
Here's a look at the kettle method when I did a brisket flat. The water bowl acted as a heat sink to help maintain temp.
Attachment 48755
Might as well include this one from several hours later:
Attachment 48756