To make cheeses is a lost art of childhoods past.
In the 1800s, young schoolgirls would entertain themselves by twirling rapidly and sinking down, causing their long skits and petticoats to become large round pillows of air, resembling rounds of cheese. This was so common a game that a large curtsy might also be called 'making a cheese'.
"The time was morning; the young lady was not fifteen; her spirits were as the spirits of a fawn in May; her tour of duty for the day was either not come, or was gone; and, finding herself alone in a spacious room, what more reasonable thing could she do than amuse herself with making cheeses?"
-- Autobiographic Sketches, Thomas De Quincey, 1853.
This practice was apparently also common in France, as my dictionary makes a point of referencing the French term, faire des fromages.