For cheese we need Sally churning (11)
I believe the answer is:
wensleydale
'for cheese' is the definition.
(thesaurus)
'we need sally churning' is the wordplay.
'churning' is an anagram indicator.
'need'+'sally'='needsally'
'needsally' is an anagram of 'nsleydale'.
'we'+'nsleydale'='WENSLEYDALE'
(Other definitions for wensleydale that I've seen before include "Say, we'll need (anag); a cheese" , "4 across" , "Type of white cheese" , "White crumbly variety of cheese" , "Yorkshire cheese" .)