There are some nights on which you know you're going to be bad, and as I slink down the sleepy western reaches of Hong Kong's Hollywood Road—passing grimy shop fronts and shabby apartment buildings—I become aware that this is one of them. Because just for tonight, I'm going to mentally tear up the mildly disappointing results of a physical checkup I had three months ago, and play fast and loose with cardiovascular health. I'm headed for the Cheese Room, triglyceride levels be damned.

Opening a fromagerie in a part of the world where cheese...