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Put the brioche into a food processor and blitz to fine breadcrumbs. Set aside.
Stud the onion with the cloves and put in a saucepan with the milk, bay, peppercorns, thyme and garlic. Bring to the boil, then quickly remove from the heat and set aside for 30 mins-1 hr to infuse. Strain and return the liquid to the pan.
Add the breadcrumbs and butter to the milk and simmer for 5 mins, stirring continuously until thickened and creamy. Stir through the cream and finely grate in a generous amount of nutmeg, then season. Make up to three days in advance and keep chilled in a covered bowl. Reheat on the hob or for 3 mins, or covered in the microwave.