To avoid spreading animal diseaeses there are always controls. You can take your personal food as long as it is cooked, baked etc. Not smoked! During one of the swine flu epidemics the customs were siezing ham sandwiches.

http://www.telegraph.co.uk/news/worl...rks-panic.html

to Russia - they don't check anything on the arrival there

You should have no problem exiting Switzerland with cheese, as I've done it and there were no problems. If you are sure Russia has no checks, then probably ok, but many countries have phytosanitary restrictions which often restrict cheese. Keep in mind that due to the 'no liquids' restrictions on many airlines, this assumes you don't have cheese in brine, etc. I assume solid cheese is ok, but perhaps check directly with airline.

I can now confirm - I asked at the cheese shop to pack the cheese in plastic for the plane. They did notice it at the departure check asked me to open the suitcase, then looked at it and we laughed together So no prob departing, same on arrivals