Shiga toxin-producing Escherichia coli (STEC) are zoonotic Gram-negative bacteria. While raw milk cheese consumption is healthful, contamination with pathogens such as STEC can occur due to poor hygiene practices at the farm level. STEC infections cause mild to serious symptoms in humans. The raw milk cheese-making process concentrates certain milk macromolecules such as proteins and milk fat globules (MFGs), allowing the intrinsic beneficial and pathogenic microflora to continue to thrive. MFGs are surrounded by a biological membrane, the milk fat globule membrane (MFGM), which has a globally positive health effect, including inhibition of pathogen adhesion. In this review, we provide an update on the adhesion between STEC and raw MFGs and highlight the consequences of this interaction in terms of food safety, pathogen detection, and therapeutic development.