*Update, May 18th 2015: Tunis, Argentina, Morocco, and India will soon be providing cheese to Russia’s shops. Some European cheeses are not considered dairy products because they do not contain lactose. For example, Brie. However, prices have shot up due to the exchange rate. That’s according to M24.
The Russian Federal Customs Service told me by phone that the Russian food embargo is commercial, meaning that people (not enterprises) can continue to bring goods into Russia from countries affected by sanctions – for personal use, and in quantities reflecting personal use.
The rules for what you can and cannot bring into the Eurasian Customs Union (Russia, Kazakhstan, and Belarus) have not changed with the political situation.
Additionally, here is a list of things that you cannot bring into the ECU.