Sorry, I should have said he died in the process of getting the cheese while the second mouse got the cheese.

The phrase "the second mouse gets the cheese" means that it can be beneficial to let others take the initial risk, as the first to act might trigger a negative outcome, leaving the opportunity for the second person to succeed without the same danger. I

They're referencing a famous book / parable about navigating change in business, "Who Moved My Cheese"

https://en.wikipedia.org/wiki/Who_Moved_My_Cheese%3F