How do you make your cheese sauce?
If you're using a roux bechamel and adding cheese, using skimmed milk won't really affect it, as it's the flour that thickens the sauce.
Try this...
425ml milk
1 bay leaf
5 whole black peppercorns
1 slice onion, 1/4 inch (5 mm) thick
40g butter
20g plain flour
Heat the milk in a pan, along with the peppercorns, bay and onion. Bring to the near-boil, then turn down the heat.
Melt the butter in a separate pan, then add the flour and beat to remove any lumps. Slowly add the milk a little at a time, beating til smooth after each addition.
Add whatever cheese you're using at the end, and perhaps a little english mustard too.
You won't have any problems with it being watery if you do it this way.
Good luck!!!