I know this message is kinda outdated, but in case anyone still has doubts, I flew to New York this past Christmas with a 1/2 kilo shrink-wrapped manchego and 1/2 kilo shrink-wrapped idiazabal (sp?) - along with some polvorones (again, sealed in plastic) and some turron. The problem isn't leaving Spain - Spain could care less what you're leaving with in my experience. The problem rests in the destination country.
I felt guilty playing ignorant and not declaring I had food on my customs form (plus, what if they randomly asked me and saw that I didn't declare anything yet had food in my bag??) so I checked the box that said "food". At JFK airport, the customs guy outside baggage claim asked me if i had food, to which I said "yup, just some cookies and stuff" and held up a small shopping bag w/ the polvorones/turron. The cheese was tucked away in my checked luggage. I smiled, he smiled, didn't ask anymore questions and waved me on.
So my advice: don't lie, but don't give 'em any more info than they need