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Pop the onion in a pan with the milk, cream, peppercorns and bay leaves. Bring to a simmer, then turn off the heat and leave to infuse for 30 mins. Pour the milk through a sieve into a jug, then return it to a cleaned pan.
Stir in the breadcrumbs, bring back to the simmer and cook for a few mins (add a splash more milk if you like your sauce thinner). Stir in the butter, season with salt, white pepper and nutmeg, then pour into a warm serving jug or bowl. Or leave to cool and chill or freeze for up to 1 month until needed.