Green’s Dictionary of Slang

1. (US) a euph. for Jesus (Christ)!

1832		Satirist (London) 18 Mar. 95/3: The Archbishop of Armagh here is to mutter, ‘By cheeses, but they will!’ which we suppose is meant for a pun, poor old fellow!
1865		Leaves from Diary of Celebrated Burglar 119/1: Cheese-and-crust! what’ll Joe say?
1908		K. McGaffey Sorrows of a Show Girl Ch. xvi: Cheese, there’s a bike cop. Can you loose him?
1909		J. Ware Passing Eng. of the Victorian Era 71/2: Cheese and Crust (Low Classes). Exclamation – perversion of Jesus Christ. Frightful at first sight, this phrase suggests a slight sense of respect by its veiling of the oath. Also a little touching as being a phrase associated with comfort to those amongst whom comfort is little known. [Ibid.] 185/1: O Cheese and Crust (LowerPeoples’). O, Jesus Christ !
1911		G. Bronson-Howard Enemy to Society 182: Aaw, cheese! We’ve seen it couple o’ times.
1915		Truth (Brisbane) 25 July 12/3: ‘Cheeseandcrust! Snarker, fancy hoofin’ it 20 miles a day with all the circus them blokes got to carry!’.
1923		H.C. Witwer Fighting Blood 68: Cheese, but you got a sweet right!
1943		‘Whitman College Sl.’ in AS XVIII:2 Apr. 153/2: cheese and crackers. A euphemistic term for Jesus Christ.
1944		D. Burley Orig. Hbk of Harlem Jive 27: ‘Cheese ’n’ crackers, Jack!’ shouted Samuel D. Home.
1950		P. Highsmith Strangers on a Train (1974) 30: Hey! Cheeses, what an idea!
1956		I. Fleming Diamonds Are Forever (1958) 94: Aw Cheesus.
1962		(con. 1940s) G. Mandel Wax Boom 240: Cheese and crackers, it’s too misty to see anything.
2002		B. Kirkpatrick Wicked Cockney Rhy. Sl. 19: cheese and rice Jesus Christ (as an oath).

2. (W.I., also chee-don! cheese on! cheese on bread!) an excl. used to express enthusiasm or approval.

1970

F. Collymore Notes for Gloss. of Barbadian Dial. 29: Cheese / cheese on! Delighted and vociferous crowds called out Cheese, cheese! at H.R.H. Princess Margaret. [...] (Occasionally cheese on bread! or chee-don!) Expression of denoting approbation or admiration.