What makes blue cheese blue? From Roquefort to Stilton to Gorgonzola and on, blue cheese’s distinctive appearance (and taste!) comes from the addition of a mold called penicillium. But that alone is not enough. Once the penicillium has been added, the cheese is formed and then pierced with needles, allowing air into the cheese. These airways enable the spread of those trademark blue veins. The paste of a blue cheese is typically thick and fudgy, with the veining bringing a zippy quality that can range anywhere from mildly earthy to considerably peppery.