Why isn't my mornay sauce smooth? I've been reading the Geek Cookbook, and decided to try the Mac &amp; Cheese recipe from it, making the sauce from scratch - seemed simple enough! I've never made a Bechamel or Mornay sauce before, though, so this was new to me.

I made the roux fine, and mixed in the milk, which produced a smooth sauce. Once it started to thicken, I added the recommended amount of cheese (200g, to 2 cups milk). I used a pre-grated mix of mozarella, cheddar and romano. After mixing in the cheese, the sauce took on a fine, lumpy consistency - something like pureed cauliflower. Bringing it back to a simmer caused some of the surface to start to resemble a more normal looking mac &amp; cheese sauce, but stirring returned the sauce to its previous grainy consistency.

Once it was simmering briskly, I left it on the stove simmering for 5-10 minutes to see if it would smooth out, but it did not appear to improve.

What did I do wrong?
Pre-grated.

Don't use pre-grated cheese for any sauce where consistency matters. Pre-grated cheeses are almost universally coated with cellulose to prevent clumping. This will muck up a good sauce every time. If it's going into a lasagna or a mac &amp; cheese though, chances are it will go unnoticed by any but the cook.