I made this recently, replacing the canola oil with EVOO and also didn't have any agar so substituted xantham gum. http://vegangela.com/2011/10/15/homemade-vegan-cheese/.
It was okay definitely not like a strong crumbly cheddar but it might take the edge off a craving. Alternatively the cheesiest tasting thing I've come across so far is fermented tofu. It is incredibly strong tasting be warned and you might have to search about for an oil free version.