If a glass of milk or a slice of pizza causes swollen lips, hives, or other significant symptoms, you may have an allergy to casein, a protein in milk. Another milk protein associated with food allergies is whey.. If a glass of milk or a slice of pizza causes swollen lips, hives, or other significant symptoms, you may have an allergy to casein, a protein in milk. Another milk protein associated with food allergies is whey. Some people are allergic to both casein and whey.