Just look in the chill cabinat, near the cheese strings and stuff. There is a dark blue full fat cream cheese and a very pale blue low fat one (not recommended, it tastes gritty and nasty). If you have any Polish shops or food sections handy, check them as well. Poles really seem to like their cream cheese, and usually have a wide selection.

M&S does a cream cheese as well. And if you are very keen to bump up your fats as much as possible, check out mascapone cheese. High fat or what???