The Cheesemonger is an important player in the Great Game.
When working with her in "An Agent of the Cheesemonger"...
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... you'll learn that her real name is Alice, and that he prevented Russian and French agents from killing a Master of the Bazaar, but at the price of a good portion of her family (who were also in the business). She is now a fading star, and she's worried someone might murder her soon.
She also has a daughter, Catherine.
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