-Buy a large tupperware box
-Paint it with various watercolour paints in black etc to make it look filthy dirty, line the inside with scrunched up tinfoil with little bits of green plastic or scouring pad or whatever on it...
-Stick a label on the lid and stain it with paint, coffee, etc.
-As you may have guessed, the object is to make the tupperware so disgusting no-one will look in it, so you can store your cheese, butter etc. in there safely...
-The other thing is buy your milk and then make sure other people see you drinking it from the bottle- no-one will want to "borrow" any then.
-Other ideas- find a large old butter tub that's well out of date, and then hide your normal butter tub inside it. This works well with containers of various sorts- I mean, you could wash out an old milk bottle and decant your milk into it so it looks out of date...
Sneaky, but it saves your food! As, unfortunately, not all halls-mates can be as nice as others.