Giving a small amount every now and then would probably be OK. I found this article online:
Dairy products are not highly dangerous but can pose problems for two reasons. One is their high fat content and like other foods with high fat content, there is a risk of pancreatitis. The second reason is that pets poorly digest dairy products since they lack the enzyme required to digest lactose. This affects some pets more than others causing gas to diarrhea. Small amounts of plain yogurt or cheese are tolerated by most dogs but it is probably safest to avoid dairy products altogether.
Dairy products are not highly dangerous but can pose problems for two reasons. One is their high fat content and like other foods with high fat content, there is a risk of pancreatitis. The second reason is that pets poorly digest dairy products since they lack the enzyme required to digest lactose. This affects some pets more than others causing gas to diarrhea. Small amounts of plain yogurt or cheese are tolerated by most dogs but it is probably safest to avoid dairy products altogether.