The link you posted comes up with a dry jack (which is what I assumed when you said cocoa) and there is a thread here somewhere about making a paste to rub on the rind. I think John started it.
Gouda and havarti are traditionally waxed, which is simple and quick.
Parmesan and manchego are oiled, yes, but the procedure is a little more than just that. They are allowed to air dry for a few months, then rubbed with olive oil every 1-2 months after that.
I've not made gorgonzola, and it confuses me a bit. From what I know, it is pierced so that it can blue on the inside, then wrapped in foil to keep the outside free from mold. Somebody needs to help me understand how oxygen gets to the inside to fuel the blue mold if it is sealed with foil, though.