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To create the roux: melt the butter in a saucepan over a medium heat, stir in the flour and onion powder and cook gently for 2 minutes to cook out the raw flour flavour.
Whilst the roux is still hot, take the pan off the heat and add the milk a little at time, after each addition the roux will thicken significantly.
Place the pan back on the heat and stir continuously until the thin milky mixture thickens, about 5-10 minutes (it will coat the back of a spoon). Once thickened, stir in the dijon mustard.
Stir the grated cheddar into the creamy sauce and once it has melted, stir in the crumbled feta. The feta won't melt - the lumps of feta are perfect.