True keto means you need to get 50-75% or more of your calories from fat. If you are eating 2,500 - 3,000 calories, then it's quite a bit of fat, hence quite a bit of cheese and the like. Try to get it all from flax oil and walnuts, and you prob aren't going to intake enough.
Plus, if you eat healthy all year round like many bodybuilders, keto is the one time you can let loose. One of the reasons I looked forward to doing it annually was that I could eat sausage and eggs, or bacon, or a big chunk or gouda, or porkrinds. So on and so forth. Not that that was all I ate, but I'd say 50% was "bad fats", the other half was salmon, walnuts, etc. But you can only eat so many walnuts or cashews during 8-10 weeks before you want to vomit!
It all depends on your own body and how reacts. My total cholesterol has always been low, and after a keto like this, it would stay flat or fall. So for me, eating heart "unhealthy" for two months out of an entire year was not too big a concern.
The one thing I would change, knowing what I know now, is I would fry my meat in coconut oil to give that a try. Seems promising re: potential health benefits.