I talked to a nutritionist friend about this, and she came up with the following guidelines:

• Many parents are confused about when to give dairy to their babies, as we are told not to give them cow's milk until they are one year of age. There are two reasons for this: 1) The protein in cow's milk is difficult for Baby to digest, and 2) The iron in cow's milk is of too low a level to be used as Baby's primary source of nutrition for the first year.
• Although cow's milk is not suitable as a primary source of nutrition for Baby's first year, it usually acceptable to use small amounts of cow's milk when cooking for your baby (if there is no family history of allergy and if your baby has never shown any symptoms of dairy allergy, such as when you were breastfeeding).
• Yoghurt is safe to introduce to your baby from six months of age, unless your baby falls into the "high risk" category for dairy allergy. Look for pure, natural yoghurt that are full-fat.
• Cheese is safe to introduce to your baby from six months of age, unless your baby falls into the "high risk" category for dairy allergy. Start with milder-tasting cheeses.
• Yoghurt and cheese are excellent first dairy foods because they are easier to digest than other dairy products, as the proteins they contain break down during the fermenting and maturing processes.