Peel the onion and leave whole. Stud with the cloves and bay leaf. Place the milk in a small saucepan, add the onion. Bring to the boil then take off the heat and leave to infuse for 1 hour.
To make the roux:
Melt the butter in a saucepan, add the flour and cook over a medium heat for 2 min, stirring continuously. Strain the milk into a jug then, add to the roux a little at a time. Make sure you whisk continuously, otherwise the sauce will be lumpy.
Return to the heat and cook very slowly, stirring occasionally for 20 min.
«Whilst still hot, place a sheet of grease proof paper directly on top of the sauce. This will prevent a skin from forming on your sauce.»