No your not biased Mike... LOL games modellers tend to prefer polys.

I would do the suggestion mike gave or you can try the following:

UV The Cheese and get it into an Image editing application and create a black and white image of the cheese wholes and then texture the cheese using then black and white image as either a Displacement Map or Bump Map.

It will need refining and will take time, but hey it gives you control without having to chip bits out of your geometry.