In a heavy-bottomed pan https://amzn.to/3oXpIEH add the butter and heat it on a low flame. As the butter melts add in the flour and cook for a minute on low flame.
Turn off the flame and gradually add the milk. Make sure to continually stir https://amzn.to/2MN29l9 the mix so you get no lumps.
Add in the turmeric powder, Kashmiri red chilly powder, and salt. Now turn on the flame and cook till the sauce thickens. Don't forget to stir as the sauce cooks. Add in the grated cheese and cook further to achieve the right consistency.
If you plan to serve the sauce later, then don't overcook it. The sauce will thicken further as it cools.