Would someone please explain me why should we use a comma between 'will' and 'dass'? I know that sometimes it is necessary to use commas before conjunctions, but that doesn't seem the case to me, specially because when you translate the sentence to English or Portuguese the comma is gone. Is it some specific German rule?
I think your answer might be a little complex. If you translate the sentence literally, you get "I want... that you cheese eat." Clauses beginning with "dass" have the verb at the end, so a closer translation in English is "I want that you eat cheese." This leads us to the more natural-sounding answer given above.
"Dass" introduces a subordinate clause, which means the clause is dependent on the main sentence. You can find a pretty good list of subordinating conjunctions (words like "dass" which introduce this type of clause) from http://german.about.com/library/weekly/aa010910b.htm. About.com has pretty good explanations about the German language, so you may want to peruse other articles.
In short: yes, it is a specific German rule. Punctuation is at least as much to do with convention as logic, and in this case German happens to have developed this convention. It does look strange to somebody used to English punctuation, but you can get used to it.
The rule, as far as I can tell, is "always put a comma between a modal verb and a dass" -- but that's just what I've concluded from observation, so the official rule might be a bit more complicated.
They used to be spelt like that, but not anymore. It's "ss" after short vowels, and "ß" after long vowels and diphthongs.