Be careful with the windmill. It may appear to stop moving, but it will kill you if you jump on it.
There is nothing that the mice can do on their own to complete this level. After the shaman starts building a bridge, however, you can fall on top of the windmill while holding the up arrow and let the wind blow you over to the other side where you can wall jump to the cheese; however, this only works in one direction and you will often be killed by lag.
The shaman should build a bridge either above or below the windmill. Be sure that the bridge does not come too close to the windmill or wind will blow the mice off. For best result support the bridge with small planks on the top and bottom. Another simple way is to make a trampoline on the first platform.
Formerly shamans tend to break the plank with a spirit as the result of shamans not being able to use any world anchors on this map, however this method is fixed so shamans cannot spirit it away, anymore.