Could be. Point is to get your calories and protein in so you gain weight, and specifically, mostly musclular weight. Milk is a great way to do this because of its very balanced macronutrient distribution.
While cheese comes from milk, it lacks the protein content and has a lot of the fat. In fact, the aqueous protein part of the milk that made the cheese is what whey protein is made from. You know, curds and whey?
But I see your dilemma. You could probably stand a few glasses of milk a day rather than just straight up GOMAD. Start there and titrate the intake upwards.