Rinse a medium pot with cold water. Leave a light film of water at the bottom.
Assemble the onion clouté by studding half an onion with the bay leaf and cloves.
Add the milk and onion clouté to the wet saucepan. Bring to a simmer and keep hot.
Make the roux. In another medium pot, melt the butter. Off the heat, add the flour at once and stir to combine.
Over medium heat, cook the roux for a few minutes until it smells like shortbread.
Remove the roux from the heat and allow to cool slightly.
Still away from the burner, add 1/4 of the warm milk to the roux. Mix until smooth with a whisk or a wooden spoon. Gradually add the remaining milk while whisking constantly.
Bring the sauce to a boil over medium heat, stirring constantly. Keep boiling until thickened and smooth. The sauce will coat the back of a spoon.
Stir in the nutmeg, salt and pepper. Remove from the heat and reserve for lasagna assembly.