Stud the onion with the cloves. Add the clove-studded onion, peppercorns, and bay leaves to the milk in a small pan.
Bring to a boil, then cover the milk and remove fron tge heat. Allow the milk to infuse for 2 hours.
Strain the milk to remove the spices, then return it to the heat. Add the breadcrumbs and cook over medium heat for 10-15 minutes until the breadcrumbs swell and the sauce thickens.
Remove the sauce from the heat and stir in the cream.
Season to taste with salt and freshly grated nutmeg, then serve.