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Put the milk in a saucepan with the bay leaf and bring to a simmer. Strain into a jug and rinse the pan out. Put the pan back on the heat and gently melt the butter, stir in the flour (use a wooden spoon or mini whisk) and cook for 1 minute, don't let the butter or flour brown at all. Take the pan off the heat and add the milk in 3 stages. At each stage beat or whisk the milk into the flour until it is completely smooth.