While cheesesteak pockets bake, make cheese sauce by whisking butter and flour over low heat in a small pot. When the roux turns a light tan color, slowly whisk in milk to form a sauce. Let sauce thicken a bit as it heats up, stirring constantly, and then add grated cheese. Season cheese sauce with salt and pepper and keep warm over very low heat. Serve baked cheesesteak crescent pockets with cheese sauce on the side.