Heat the oil in a small pan and place the grated carrot into the pan along with the sugar and vinegar. Cook over a low heat for 6-8 minutes, then set aside and leave to cool slightly.
Place the carrot mixture into a tall glass. Sprinkle over the breadcrumbs, then pour over the wine.
Place the yoghurt and Stilton into a bowl, mix well and spoon over the soaked breadcrumbs. Place the 'trifle' into the fridge to chill until needed.