I've never heard of cheese and coffee pairings, but I've had coffee that has very wine like qualities. Personally this sounds like it would amount to gut rot, however if you try some lighter roasts or preferably profile roasted beans from areas in Kenya, Ethiopia, Rwanda, they tend to have very wine like qualities. Single origin, profile roasted beans typically have very renounced flavors, and profile roasting typically roasts the bean lighter preserving the tannicy, floral, and somewhat wine like qualities in the bean.
It might be prefered to eat the cheese with a cold coffee. If you cold brew coffee it tends to bring out the wine like qualities more so than hot brewing. A common method for this is often called "dutch coffee", where cold/iced water slowly drips over grounds into a vessel over a long period of time.
As far as dunking the cheese in the coffee. I'm not so sure about this. I mean there are a lot of cheese out there. As far as anything salty with coffee, I generally think the tastes conflict. Personally I don't dunk anything in my coffee, and when it comes to wine & cheese tasting you don't dunk the cheese in the wine. Perhaps a light cheese that isn't salty would work well dipped in coffee. I'm thinking somewhere along the lines of a soft cheese, but a soft cheese itself wouldn't be easily dunked into coffee. You could try spreading Mascarpone on a biscotti and dipping that. Even a porous cheese is unlikely to absorb and carry the taste of coffee.
Cheese and coffee aren't exactly a pair made in heaven, but I can see it working much like you said, like wine and cheese. However dunking the cheese in the coffee gives me a bad taste in my mouth. Like I said there are some soft cheeses(usually those used in desserts) that I could imagine being dunked in coffee in some manner, but this is more like a dessert with coffee, which makes me think of a traditional italian 4 course meal which usually ends with the "dolce" or dessert which is often accompanied by espresso. Italy typically also uses soft cheeses in their desserts. Tiramisu, which is very well known, is actually a combination of cheese and coffee. However, like I stated the food and the coffee typically remain separate, unless the coffee is an ingredient in the food.
I think what you're trying to do is interesting, but I'd avoid making your wife a test subject. I'd recommend keeping the coffee and cheese separate. However, they can absolutely be consumed in the same sitting, but I don't imagine the actual tastes meld together well in the same mouthful. If she wants something to dip in her coffee, biscotti is a common choice, and if she wants cheese, try spreading some mascarpone on it. You can have fun with different biscotti variants and fold things like chocolate, fruits, etc into the mascarpone.
I come from the renowned cheese state Wisconsin, and I've been a long time coffee enthusiast. This title definitely struck interest.