Cheese is sold in or from large round pieces called "Wheel"s.
Wheel's are large, as in multiple kg.
It appears to refer to a large quantity of cheese.
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As Gareth says, it might refer to "comfort eating", just eating a lot to make oneself feel better.
Rather like the meme in American TV of women eating a whole punnet of icecream when annoyed or depressed.
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The phrasing of "A cheese wheel" afterwards is strange. It is as if there is another interpretation of the earlier sentence that needs clarification, but I do not know what it would be.