PC Side scrolling game with a mouse and you collect cheese

I vaguely remember from my childhood where you played as a mouse with a gun and you collect cheese. I think there was a castle at one part of the game but I'm not sure. The game might have been included with one of those pc game collections 

Check out en.wikipedia.org/wiki/Category:Video_games_about_mice_and_rats

I checked out all of them none of them were it. 

Also, maybe check MobyGames as it's a more complete database of games than Wikipedia. www.mobygames.com/group/5909/animals-mice-rats/

Going out on a hunch but maybe you're confusing the main character for a mouse and the collectables as cheese? I was looking at sites that had weird 2000's casual games since you mentioned Supercow and was reminded of a series called Milky Bear. The Riches Rider game has gold collectables that kinda look like cheese if you were to misremember correctly. Idk how fuzzy your memories of this mouse game maybe and how certain you are about gameplay elements and the sort, just throwing this one out as a suggestion. Most likely isn't what you're talking about.