There are soft sided cooler bags, we usually take one that we have from either Trader Joes or Costco, that they sell for taking your product home. They are a bit large, but we use them mostly for beach activities or shopping if we are staying in an apartment. The freezer pack is more of a problem, unless you self cater the night before, where will you freeze it?
The good news is though, you really do not need any freezer pack, or even a cooler for any cheese you can bring back. Any aged firm or semi-soft cheese will do fine in your checked bag. You will not be able to bring back runny French cheeses, fresh mozzarella, or really soft cheeses that need refrigeration...but those would be confiscated at the border anyway. Yes, in the US all our cheese is in a refrigerated case, but in Europe, Gouda, Cheddar, Emmental, Pecorino, Parmesan, all will be out at room temp, at the most in a basic cooler, but not needed, especially if wrapped.
Just get well wrapped cheese, vac-packed is nice, wrap in clothes in your checked bag. It will keep fine for the ride home.