And even before that, the very term Yankee began as a pejorative for Dutch settlers who ate cheese*, with Jan being a common Dutch name and “kaas” meaning cheese. Ergo, “Jan Kaas = John Cheese,” which evolved to “Yankee.” So, admittedly that’s all a little antiquated and puerile, sure, fine, but the important takeaway is that the Bronx team’s very moniker derives in essence from people scornfully muttering, “Oh, look, it’s another cheese-eating asshole.” So that holds, more or less.
(*the etymology is less than certain)