The global concern about the use of disposable plastics has fed the research on sustainable packaging for food products. Among the virtuous materials, chitosan emerges as a valid alternative to conventional polyethylene films because of its abundance in nature. In this work, a novel film for food wrapping was developed by exploiting shellfish waste according to a vision of circular economy. Compared to previous studies, here, novel ingredients, such as polyvinyl alcohol (PVA), fibroin, and essential oils, were used in a synergistic combination to functionally postpone cheese deterioration. The fermentative procedure applied for the obtainment of chitin contributes to filling the existing gap in the literature, since the majority of studies are based on the chemical pathways that dramatically impact the environment. After pretreatment, the shrimp shell waste (SSW) was fermented through two bacterial strains, namely Lactobacillus plantarum and Bacillus subtilis. A deacetylation step in an alkaline environment transformed chitin into chitosan, yielding 78.88 g/kg SWW. Four different film formulations were prepared, all containing chitosan with other ingredients added in order of decreasing complexity from the A to D groups. The novel films were tested with regard to their physico-mechanical and antioxidant properties, including the tensile strength (12.10–23.25 MPa), the elongation at break (27.91–46.12%), the hardness (52–71 Shore A), the film thickness (308–309 μm), and the radical scavenging activity (16.11–76.56%). The performance as a cling film was tested on two groups of cheese samples: the control (CTR), wrapped in conventional polyethylene (PE) film; treated (TRT), wrapped in the chitofilm formulation deemed best for its mechanical properties. The volatiles entrapped into the headspace were investigated by means of the SPME-GC technique. The results varied across soft, Camembert, and semi-hard cheeses, indicating a growing abundance of volatiles during the conservation of cheese. The bacterial growth trends for mesophilic, enterobacteriaceae, and lactic acid bacteria were expressed as the mean colony forming units (CFU)/mL for each type of cheese at different sampling times (day 2, day 8, and day 22): the highest load was quantified as 8.2 · 106 CFU/mL at day 22 in the CTR Camembert cheese. The TRT samples generally exhibited inhibitory activity comparable to or lower than that observed in the CTR samples. The sensory analysis revealed distinctions in cheese taste between the TRT and CTR groups.