Yolanda is a dancing cheese who auditioned for The Muppet Show in episode 208 with Gonzo as "Gonzales and Yolanda." Gonzo just clicked his heels a bit; the cheese did the fancy steps.

When Kermit asks if Yolanda is a female cheese, an aghast Gonzo explains that of course she is a female cheese, Dancing with a male cheese would be weird.