To add to Sailor's excellent post:
Now in my humble opinion, the Stilton ought to be Air dried for 2 reasons 1.) to prevent the start of the blue mold forming on the out side, this is why its smoothed and 2.)The crust will stop the holes from closing once its pierced.
Kind of. Stiltons should be air dried for a few days, just like most cheeses, for proper rind formation. Blue cheese mold hates physical moisture, but loves a lovely ~92% humid environment with good airflow. If you don't dry the surface, you impede proper mold formation and give other molds a chance to colonize the rind.
You want blue mold on the outside, because as a penicillin mold, it will kill other species, and will also give you protection during the prolonged 60+ day aging. A 90-day stilton is a thing of beauty.
The crust does not prevent holes from closing up. The right water content of the cheese paste does. By the time you get to this stage, when there is a rind, it's already too late. The cheese paste is made in the vat and to a lesser degree draining and forming. The gas-formed and mechanical openings in blue should already be there. The piercing just introduces some extra oxygen.
Now, of course, you may have discovered a new and fantastic way to make blue cheeses. But traditionally blues are made just like Sailor has posted here and in other threads.