Given that Spain has even more indigenous cheeses than France (well maybe that's a bit of an exaggeration, but not much) it seems a bit unnecessary.....
However, import of foodstuffs of animal origin into Spain from 'third counties' is prohibited. I assume that 'third countries' means those outside the EU, so from the UK you should be OK. Quote follows:
Starting May 1, 2004, pursuant to European Commission Regulation 745/2004 of April 16, 2004, travellers from third countries (including the United States and Canada) are prohibited from taking foodstuffs of animal origin to Spain for their personal consumption as part of their luggage. This prohibition affects all meats, meat products, milk, and dairy products. Exceptions are those specified in Annex I (powdered infant milk, infant food, and food required for medical reasons, packaged in commercial containers and not needing refrigeration before opening) and those specified in Art. 1, paragraphs 2 and 3.