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Cheese must be "cold smoked," to prevent melting. This is easiest to accomplish if the air temperature is no higher than 60 °F (16 °C), even with the methods we'll use to keep temperatures low. If you do try this on a warm day, start with a small batch to minimize mess and lost cheese from melting. The store-bought cold smoker method is best for warm days. Any cheese can be smoked, unless it is so soft it will fall through the grate. Gouda, cheddar, and Gruyère are all common options. For fully smoked cheese, use pieces no larger than 4" x 4" by 2" (10cm x 10cm x 5cm), so the smoke can penetrate through the entire piece of cheese. If you prefer cheese with a smoky rind and soft interior, use larger pieces. Unwrap your cheese and leave it in the refrigerator overnight. Remove from the refrigerator the next day and leave it until it reaches room temperature. This will cause some moisture to evaporate, making it easier to develop the smoky rind. Wipe off moisture from the cheese surface using a paper towel. There's some disagreement among cheese-smokers over this step. Some people prefer to keep the cheese chilled or even frozen before smoking. Others dislike the texture changes that come with freezing, and may even prefer the convenience of skipping the refrigeration step and just leaving the cheese out at room temperature for one or two hours. You can purchase a "cold smoker" attachment or adapter for your hot smoker, or a standalone cold smoker. These range in cost from about $35 to well over $100. However, once the cold smoker is set up, smoking is simple and risk of melting the cheese is low.  Some cold smoker attachments are small, low-heat devices with special wood dust fuel. These can be placed at the bottom of the hot smoker, and used as directed. Other cold smoker attachments are additional compartments that attach to your hot smoker. If not created by the same company, you may need to attach the two together yourself. Some models only require a drill, nut, and bolt to achieve this, but find out before you buy. Either way, once you set the cold smoker up, cook the cheese over wood chips or wood pellets for 1–6 hours, turning at least once, then remove and refrigerate for 1–4 weeks before eating. See the "hot smoker" section for more tips. Continue on to one of the sections below, depending on the tools you have available:  There are two ways to MacGyver an ordinary (hot) smoker or closable grill to make your own cold smoker. You can use a pan of ice, or you can build your own mini smoke source from a tin can. Both are described in the "hot smoker" section. If you do not have any type of smoker or grill and do not want to buy one, you can attempt to smoke the cheese in a spare refrigerator over a hot plate. This can be a successful smoker, but is difficult to control and requires extra attention to fire safety.
Wait for a cool day. Cut a cheese of your choice. Dry the cheese and bring to room temperature. Consider buying a cold smoker. Alternatively, make your own cold smoker.