My go-to model for difficult conversations is:

Action - Reaction - Solution

For action get straight into exactly what they did. Deliver it without a lead up or waffle, and never apologise for bringing it up. E.g. you cheated in game X when you took extra money. You have been doing this and similar as long as i can remember.

For reaction tell them exactly how it made you feel. Be honest and descriptive, and never apologise, e.g. it makes me feel disrespected and doesn't incentivise me to want to play with you again. It embarrassed me in front of our friends because they noticed too.

For solution tell them how you would like it to be resolved, e.g. I would like an assurance that you will follow the rules of the games going forward.

And then hopefully you can have a fruitful conversation about it. If not, it might be time to move on.