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.
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.
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.