Pecorino Romano is made from sheep's milk. It is straw-white in color and has a sharp flavour. A must for making Meatballs. Pecora in Italian means sheep and Pecorino Romano is one of Italy's oldest cheeses. Legend has it that a shepherd filled his flask with sheep's milk before a long trip and the motion during the trip caused the milk to naturally ferment. The idea for a new cheese was born.