Pecorino cheeses can be a good substitute to Parmesan, although sharper in flavor than Parmesan, all aged varieties are considered to be good grating cheeses for use in sauces and salads or on pasta. Pecorino can also be served as a dessert cheese, with honey drizzled over the top.rint. The Italian name given to any fresh, medium aged or matured cheeses made from sheep's milk, unless classifed otherwise since some Pecorino Toscano cheeses may also be made with a combination of sheep and cow's milk.