soak cheese in them. I like a good sharp cheddar in red wine skins, and am experimenting with monterey jack and colbys in a sweet mead, but suspect they'd be great in white grape pulp.
If you use a fork/tooth pick to add some holes, the flavor gets deeper into the cheese. The cheddar I packed in grape skins from my amarone kit, served on whole wheat crackers with a glass of cabernet was a great late night snack.