What the acupuncture does, I think, is that it reprograms the nervous system. The nervous system in an allergic person is confused for some reason (often going back to some painful emotional experience in childhood), and it is wrongly identifying a completely harmless food (or other) substance as a harmful substance, thus throwing the body into a defensive reaction which produces unpleasant symptoms.
The nervous system needs to be re-educated in such a case.
The nervous system operates by subtle flow of electrical impulses throughout the body, and there are key junction points where those electrical impulses can get pooled up like water behind a dam, providing the gates don't open. They don't open when the body is in an allergic defense mode. This produces an overload at that junction point which further disturbs the nervous system and cause the more unpleasant symptoms.
The silver acupuncture needle is a superb electrical conductor, while the human skin is a superb insulator, protecting the body from the outer environment.
The skill of the acupuncturist is in knowing where the correct junction point is to release the blockage...there are specific points on the body which relate to each particular organ or ailment, and they are junction points in the nervous system's electrical grid. The Chinese mapped out those junction points a long time ago...maybe over 1,000 years ago. They probably did it through long experimentation and trial and error, though no one can say for sure at this point how they did it. At any rate, acupuncture needles present no threat to most parts of the body, but you have to know exactly where to place them in order to treat an ailment successfully. Put in the wrong place, they won't be effective.
The needle acts as a conductor which allows the blocked up electrical impulses to rapidly escape the body, past the normal barrier of the skin, and they flood out the needle fast and are dispersed outside the body. I have felt this during acupuncture. I felt it as a prickling sensation, often accompanied by heat. It happens quite quickly.
This relieves the blockage, and the body is suddenly relieved of the overload. This surprises the nervous system which says, in effect, "Gosh! All of a sudden I am not sensing any overload in the presence of this cheese which normally causes an overload. I sense no threat here. Well, cheese must not be harmful after all. I shall take cheese off the "red alert" list henceforth."
And after that, you have no more cheese allergy. There never was any physical reason for the allergy in the first place, but there was a memory in the instinctive nervous system regarding some event or situation that was quite disturbing, and in which cheese also happened to be present...and that's where the whole problem started. The cheese became accidentally associated with something threatening (like getting yelled at by Mom or Dad).
The problem is in the subconscious memory, and that memory has to be re-programmed or it will keep kicking the same circuit breakers for the rest of your life.
And that's my theory about it, based on my own experience and the witnessing of several really severe allergies being cured in a friend of mine...each one cured by one single acupuncture treatment. The treatment, by the way, must be done with the person in close proximity to a small laboratory sample of the allergen...or it cannot take effect. The allergen triggers the beginning of the usual bodily reaction, the acupuncture defuses and stops the reaction, the nervous system then changes its mind about the allergen, and the allergy is cured.
Not magic. Just a form of science that is not yet well understood in the West, that's all.