Add the milk, cloves, bay leaves, and peppercorns in a small pan. Bring to the boil and reduce to a simmer. Cook for 5 minutes, stirring continuously.
In a separate pan, melt the butter slowly. Whisk in the flour and whisk until a smooth paste forms. Cook for 2-3 minutes, but do not allow the flour to brown.
Remove the onion and spices from the milk and discard.
Using a ladle, slowly whisk in the warm milk. Whisk in 1 ladle of milk to the roux until well combined and smooth. Cook while whisking for 10 minutes until the sauce reaches the desired thickness.
Season with salt to taste and a pinch of freshly grated nutmeg.