For example, Danish blue is made from cow's milk, while Roquefort is made of sheep's milk. Within the blue cheese classification, some types are more crumbly or tangy than others, depending on the amount of whey reserved, mold used and geographical location of production.he fermenting process for blue cheese and Roquefort is a different process than most other types of cheese, because it is usually not pasteurized or homogenized. Instead, a mold is introduced into the milk or curds; then the product is salted and stored. It ferments for three months or longer.