Although my experience with blues are restricted to one try of Fourme d'Ambert (turned out to be far from FdA but tasted good) and some Cambozola, I'll try to answer this. Cambozola is a white mold cheese with blue in it. When the moulds are half filled, you add the dry PR on top op the curd and then fill the moulds completely. After piercing there was a bit blue on the outsite where it was pierced, but that disappeared, probably eaten by the PC.
The FdA created a real blue rind. At both occasions I had plastic coated cheeses in the cave, with the FdA also Brie (in separate container but not completely closed). I have not seen any cross contamination so far and I think with the Cambozola the change is small on blue contamination...