I would strongly recommend you buy a kit blade and then choose the handle material and pins. But if you insist to make a cheese knife from scratch and to grind on it without experience you will probably end up with a warped knife if you do grind it. Oh drill your holes before you heat treat unless you have small carbide drill bits.
Using either O1 or 1084/80CrV2 steels keep in mind that .062 thick steel is hard to grind without overheating it, you must go light and fast to quench in water between passes. If you're merely going to just put on an edge go with thinner metal like in the .040 range as you can heat treat it first (for both thicknesses) with a oxy/acetylene torch until a magnet won't stick, but basically red hot, quench in canola oil heated to about 120 degrees. After quench run a small file over the edge to see if it bites, it shouldn't. Then temper for 2 hours at 425, let air cool.
I do recommend 80CrV2 as it has more flexibility if overheated with the torch and Alpha Knife supply has it in 0.036 and 0.058 thick. For a cheese knife you want as thin as possible.
Be sure and hold the torch back away and slowly heat up the whole blade area, don't worry about the handle area in the vise grip you're holding it with. Focus your heat just under the edge getting the edge area red hot leaning to orange, make certain the whole edge is red hot then quench in less than 0.2 seconds, yes have the oil in a can that close. Do not move the blade sideways just up and down. Oh and keep the torch away from the oil.
Use Silicon Carbide wet/dry 220 grit sandpaper taped tight to a flat piece of stiff wood or metal and then just sand the edge without worrying that heat will trash your edge. Use the sandpaper to sand off your blade to the finish you'd like, most like a satin finish to about 600 grit, but 800 to 1200 grit really makes it shine, then finish with a nice polish. Finish sharpening with regular stones.
Remember to stay away from the edge with a grinder or you'll most likely turn it blue and ruin your edge, unless you have a wet capable grinder like I do. I cannot emphasize this point enough with thin blades.