Perhaps not the best turn of phrase, since alcohol is illegal in Iran. However, they can make their own cheese just fine.

Not all wine and cheese is imported. + lack of imported wine or cheese should --eventually-- boost the appearance of local alternatives + lack of foreign video games? I don't think it's a cornerstone of the economy the way foodstuffs are. Will a local-grown alternative appear? Maybe; that depends on the local priorities and capabilities.

I think its a metaphor alluding to the black market trades of the wealthy leaders?