Bring the milk just to the boil with the onion pierced with the bay leaf and cloves, and the peppercorns.
Remove from the heat and leave to infuse for 20 minutes before straining.
Then melt the butter in a non-stick pan, stir in the flour, and cook over a low heat for five minutes.
When smooth, start adding some of the strained milk. Stir until smooth, and then add more milk until the sauce is thickened.
Cook for 10-15 minutes to ensure the flour is cooked through.
Sprinkle with grated nutmeg, if desired, and serve.