The most common and most likely answer to this crossword clue is the 6 letter word MORNAY
I've seen this crossword clue in The Times
M
O
R
N
A
Y
More clues leading to the result MORNAY
Buddy explains!

The straight part
We know that "cheese sauce" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case cheese sauce = mornay.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does MORNAY mean?
MORNAY adjective- (sometimes capitalized) Served with a white sauce containing cheese.