If in doubt, always call your vet or the Animal Poison Line immediately.
Blue cheeses such as Stilton, Roquefort, and Gorgonzola are produced using Penicillium mould. This mould produces roquefortine C, a mycotoxin that can cause vomiting, diarrhoea, and in larger amounts, tremors and seizures. All blue-veined cheeses should be kept away from dogs.
Contact your vet if more than a very small amount was eaten, or if tremors develop.