There is another reason that excludes most dairy products from a budgie's menu: they contain lactose. This kind of sugar cannot be digested by birds. In their intestines, an enzyme which is responsible for the fragmentation of lactose is missing. Too much lactose leads to heavy diarrhea. In this respect, lean curd cheese can also be served in small quantities without any worries. Most birds would never eat enough much lean curd cheese to get diarrhea caused by the tiny amounts of lactose taken up at the same time.
A note about cheese should not be missing here. Some sorts of cheese are very lean. If your tame feathered friend wants to try a bit of such a cheese, please let it do so. As long as the bird only occasionally gets a beak full of cheese, it should not damage its health. Some of my own birds are what I would call "cheese fans", they prefer young Gouda, because it is soft and has a mild taste.
It is important to provide enough drinking water when feeding cheese. The salt in the cheese makes budgies thirsty.
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