Warm up the milk in microwave or stove top until it comes to a simmer .Heat oil in heavy bottom pot on medium low flame. Once warm , add in the wheat flour and stir it continuously for 30 seconds. Slowly add in the warm milk stirring continuously with other hand. Switch to a hand whisk if desired to get rid of lumps if any. Let the mixture come to a simmer and thicken. Now slowly add in the carrot puree . Add in the salt , pepper, paprika. Give a quick mix occasionally . Let the sauce come to a simmer. Now add in the cheese and switch off the flame. Gently mix the cheese in until it has melted and you have a smooth sauce. Taste test and adjust the spices.