Curved structure in Cheddar cheese (4)
I believe the answer is:
arch
'curved structure' is the definition.
(architectural structure)
'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 "crook" , "Foremost" , "Curved span" , "Leading figures" , "one that may have fallen" .)