There are only a handful of cheeses that work at all in this recipe, as I found out the hard way. The absolute best is smoked Gouda. After that, my choices in order would be extra sharp Cheddar, Gruyère, then Havarti. Any other cheese I tried either didn't work at all (the consistency got gritty) or it just sucked.
My personal favorite is using smoked Gouda for the cheese, and cod for the fish. Awesome stuff. I like to add a lot of pepper to mine, but I tone it down for the recipe when I give it to people, because not everyone thinks pepper is as wonderful as I do lol.