Try to use a soft, Swiss-style cheese such as gruyère or emmenthal and keep it in a warm place – near a radiator, or in a very low oven – just before you wrap it around the celery.
10 slices of soft Swiss cheese
3-4 sticks of celery, peeled if necessary
1tbsp grape must mustard or grain mustard
Cut the celery into 5cm long x 1cm wide sticks.
Cut the cheese into large enough pieces that will wrap around the celery with the ends of the celery showing.
Warm the cheese as above then wrap around the celery and spoon a little of the mustard on top.