Whenever I come back from France or Switzerland i will always bring cheese back, I have never had any issues, at all.
I also often take blue cheese to Singapore with me and for that I vacuum pack it at home and put it in a checked in cool bag with an ice pack so that it lasts the journey without getting affected by heat during any delays sitting in a hot place like Singapore or if I am transiting in Doha.
I am pretty sure Fortnum and Mason at LHR sells some cheeses in the fridges in the stores.
EDIT: just checked and
https://boutique.heathrow.com/en/pro...d-stilton.html suggests that Fortnum and Mason will stock the potted stilton, that is possibly better for a long flight in hand luggage too as it has a tight wax seal inside.