According to Steve Taylor, Ph.D., Founding Director (retired) of the Food Allergy Research and Resource Program (FARRP), no evidence exists that moldy cheeses are potentially harmful to mold-allergic individuals.
Consumers with mold allergy generally are responding to the inhalation of mold spores. On the other hand, ingestion of moldy cheeses generally involves the ingestion of mycelia, not spores. Although some spores may indeed be present in the cheese, the digestive process may destroy the allergens.
Some physicians do caution their patients about the ingestion of moldy cheeses but this caution is not based on any solid evidence of which Dr. Taylor is aware. He further adds that the main mold allergen in the environment is Alternaria and Alternaria would not be a common mold spoilage species in cheeses (more likely on spoiled fruit).
At present, FARRP is not aware of any published literature that refutes this cautionary advice. However, no proof exists supporting that the caution is necessary.