Gluten Free Living has a great post on how Cheerios may not really be "gluten free". At least 39 people have reported getting sick after eating "Gluten Free" Cheerios. So now the FDA is looking into whether or not they are appropriately advertising that it is gluten free. Go here for the full article.
I recently found some of these at Target. I admit I was afraid to try them since I am really sensitive. As you probably know, oats in themselves are naturally gluten free. However, they are often grown with/near barley, wheat and rye, as well as harvested and processed with them. This means that there are stray pieces of gluten containing grains that often get in with the oats, "cross contaminating them". On the box of Cheerios it says that they hand make it gluten free by picking the glutenous grains out by hand. Since grains contain a grainy dust, I admit this made me nervous, because even if you take them all out, which would be a feat, there can still be a lot of little bits of these grain that may still be leftover. This is my theory on it, and why I was reluctant to try it. It also isn't "certified" gluten free. Often things that are gluten free are tested and they have to have less than a very minuscule amount detected to officially call them gluten free. The fact that it doesn't look like they have their cheerios tested before calling them gluten free, also made me nervous.
I read somewhere once that the gluten free oats that you can buy in the store are actually usually grown in Scotland. This is because they don't grow and process the oats with other grains like we do. This is also why they can be a fair bit more expensive.
So for now, I'd recommend not eating the "gluten free" cheerios until the FDA officially says something more about it.