I made such a soup this weekend (my first attempt) that was very pasty and gritty as an end result. I believe this is due to the preparation of the roux.
I sauteed onions in a stick of butter then added 1/3 C flour and toasted before adding the milk (instructed all at once).
I believe if I prepared my roux closer to what I'm more familiar with, by using less butter for the roux itself (also adding the milk a little at a time), and using the remainder of the butter to saute the onions separately, then incorporating them later, that the final consistency would be smoother.
Is this the right approach, or is there another way to ensure a cheddar based soup not come out pasty?