From the name of the instrument, you appear to be following ISO 1735:2004, or something similar. The exact protocol is only for people who pay for it, however, I did find something of the technique by Googleing.
The procedure I saw used a mixture of diethyl ether and petroleum ether, but I don't know if that will help solubilize proteins.
It doesn't seem likely this is the problem, but a 3 gram sample is for cheese you expect to have no more than 30% fat. You'd use a 1 gram sample for fattier cheeses. You may want to try 1g, 2g, samples, just to see if this is the problem, even if you can't report the result from a less than 3 gram sample.
Just to be sure you're following all of the procedure, are you thoroughly grating the cheese sample finely? If its too soft, mincing it may be enough, but you could always freeze it to make it something you can grate. Are you thoroughly drying to remove moisture before you add ethanol. Obviously, you're adding water with the HCl, but water intimately mixed with the proteins may give them something to clump with, and then you get a clump, instead of something that disperses in the ether, even if they won't dissolve in ether.