Gently bring the milk to the boil in a small saucepan with the onion, studded with the bay and cloves. Turn off the heat and leave to infuse for 20 mins.
Melt the butter in another saucepan, then add the flour. Stir continuously until a paste forms this is called a roux. Continue cooking for 2 mins.
Remove the onion, bay and cloves from the milk with a slotted spoon and discard. Add the infused milk to the roux gradually, stirring as you go, until you get a smooth sauce. Cook for 4-5 mins, stirring continuously, until the sauce has thickened. Season to taste.