After cheese comes nothing.

The saying treats cheese as the final part of a meal: once it has been served, there is no further course to follow.

Its point is about recognizing an ending. Cheese marks the close of the sequence, so expecting another dish afterward would miss that signal.

Use it to signal that a meal is over when cheese is served, especially if someone is expecting another course. It states an expectation about the order of serving, not a rule for every meal.