Something to do with Cheeses

Today I was talking to a co-worker about some of the Holidays in Germany that we don't have in the USA. In particular, there are several in the month of May. I knew what 2 of the three are, but the third I did not recognize and none of the words made much sense to me. So I asked.

Let me back up a second and say that I was being very bad and speaking English with this co-worker. His English is quite good, so he needs the foreign language practice less than I do. But it isn't perfect, as you will soon see.

Anyway, the conversation went something like this:
Me: So what's this 3rd holiday in may all about then.
Him: Well, it is a Christian holiday.
Me: OK, most of them here are. But what is the significance?
Him: Well, it has something to do with Cheeses.
Me: What?
Him: Cheeses. You know, it is a Christian holiday.
Me: Yeah... Don't you mean, Jesus?
Him: That's what I said.
Me: No you didn't. You said "Cheeses".
Him: You mean, "fromage"?
Me: Yeah. Exactly. "fromage"
There was a short break for laughter.
Him: Cheeses. And how am I supposed to say it?
Me: Jesus. With a "J".
Him: "Cheeses" "Chesus" "Jeeses" Sounds the same to me.

I still never found out what the holiday is all about. Other than it is a Christian holiday about cheese.