A curved shape in cheddar cheese (4)
I believe the answer is:
arch
'a curved shape' is the definition.
(arch is a kind of curved shape)
'in cheddar cheese' is the wordplay.
'in' says the answer is hidden in the clue.
'ARCH' can be found hidden inside 'cheddar cheese'.
(Other definitions for arch that I've seen before include "Clever" , "Masonry construction for spanning an opening" , "Curve spanning an opening" , "Curvature" , "Curved bony structure in the foot" .)