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Step 1
Pour the milk in a large saucepan, place it over medium heat, and let it warm until you see small bubbles forming along the edge of the pan.
Step 2
Meanwhile, in another saucepan over medium heat, melt the butter.
Step 3
Sprinkle the flour over the bubbling butter and stir constantly until a thick paste, or roux, forms. It may become quite thick and almost paste-like. This is okay. And if it doesn’t become crazy thick, that’s okay, too. Expect this to take 1 to 2 minutes.
Step 4
Constantly whisking, slowly pour the warm milk into the flour and butter mixture in a steady stream. Continue cooking and whisking almost constantly until the mixture thickens considerably, about 5 minutes. It should be thick but still spreadable and perhaps even pourable.
Step 5
Add the cheese and whisk constantly until it completely melts. Season with the cayenne or hot sauce and salt and pepper to taste. If you’re the fussy sort, you can strain the sauce through a sieve to remove any lumps before serving. The sauce will thicken even more upon cooling. Originally published June 17, 2010.