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Bring the milk to the boil in a small saucepan with the onion, bay leaf and cloves. Turn off the heat and leave to infuse for 20 mins. (This infusion process is optional, but adds a huge depth of flavour to the sauce.)
Melt the butter in another saucepan, then add the plain flour. Stir continuously until a paste forms – this is called a roux. Continue cooking for 2 mins.
Remove the onion, bay and cloves from the milk with a slotted spoon and discard. Add the infused milk to the roux gradually, stirring as you go, until you get a smooth sauce. Cook for 5-10 mins, stirring continuously, until the sauce has thickened. Season to taste.
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