I understand that you have already found your "little cheese shop", but please allow me to point you to an interesting alternative: Bermondsey is an area, not far from the Borough Market, where lots of small producers have shops and/or production facilities almost side-by-side. Some cheese producers are:
http://www.nealsyarddairy.co.uk/
http://thehamandcheeseco.com/
http://www.kappacasein.com/