I was looking at a bottle of salad dressing yesterday and I noticed that Bleu Cheese was spelled "Blue Cheese". I've only ever seen it spelled the French way, so when I looked it up, of course, the "correct" spelling was the English "Blue".
According to Grammarphobia, "Blue cheese" has been in the Oxford English Dictionary since 1787. Well, apparently in the U.S. we didn't get the memo because since I was a child, the spelling has always been "Bleu" until recently.
Serious Eats posted a "petition", Open Letter to Restaurants: It's 'Blue' Cheese, Not 'Bleu', with the author and commenters alike, implying that anyone using the spelling "bleu" is a pretentious asshole.
As a child who loved the French language and bleu cheese dressing, this is a spelling that I definitely took note of. "Blue" was not written anywhere in relation to cheese and it's not just me. Many people on Reddit also remember only "Bleu Cheese". From the 50s until the 2000s, it has been spelled it "bleu".
I agree with Patrick of Patrick's Place. "Blue Cheese" just looks wrong! Je ne suis pas prétentieux!