Tegut has a decent cheese selection and you can check Rewe as well. For Rewe, follow the signs to the Fernzugs (long-distance trains) and New Work City / The Squaire / Hiltons and the Rewe is there.

There is plenty of time to go into town. If you want nice cheese perhaps take the train to Frankfurt Süd station and from there walk up the street (toward Schweitzer Platz). You will find many shops, including some that sell cheese. Check out the Käse Becker on Schweizer Str. 66 for sure if you do this.