In a season of rich desserts, it can be refreshing to end a meal with a cheese course. “I like the complexity of it,” says Pascal Vittu, head fromager at Daniel Boulud’s Daniel restaurant in New York City. “And it’s always that time of the meal when everybody is resting and a little more social—I like the collegiality of sharing a cheese plate then.”

When putting together a cheese course as a finishing note, Mr. Vittu first likes to take his cues from what’s been drunk with the meal. If diners have been drinking red wine,...