Eddie, When smoking your cheese, take note on the type and amount of wood being used along with the color and density of the smoke and of coarse the time. It will be invaluable info in the future.
The reason for letting the cheese set open on the counter is to allow any moisture that may have accumulated to evaporate, do not wipe off. If it is dry, you can go ahead and wrap. If wrapped tightly, a zip bag really isn't needed. The idea is to keep air from reaching the cheese which will promote mold growth. To help with this, you may want to coat it with a little vegetable oil prior to wrapping or of coarse you can wax hard cheeses such as your cheddar.
You may leave the cheddar or other hard cheeses on the counter (under 70°) until consumed, no need to refrigerate as many think, the mozz and pepper jack, I would put in the fridge (55°- 34°).
Hopefully this has helped answer your questions, if I can help further, please ask.
Enjoy your cheese and have fun. Let us know here how it turns out.
Tom