Prepare the Roux: Melt the butter in a pan over low to medium heat. Add the flour all at once and mix until a paste forms.
Cook the Roux: Cook the roux for about 3-4 minutes until it is a white color.
Prepare the Milk: In another pot, heat the milk with the onion, bay leaf, thyme, salt, white pepper, and nutmeg until it is warm but not boiling.
Combine Roux and Milk: Once the roux has cooled, whisk in a small amount of warm milk to dilute it, then gradually add the rest of the milk while whisking.
Thicken the Sauce: Heat the mixture gently on medium heat, whisking until it thickens. Cook for an additional 3 minutes on low heat.
Adjust Seasoning: Taste and adjust seasoning if necessary. The sauce is now ready to be used as a base for other sauces.