Pour milk into a saucepan over medium heat. Add cloves, onion, and bay leaf, and bring to a boil. Then turn off the heat and allow to rest for 20 minutes to infuse.
Add butter to another saucepan over medium heat. When butter melts, gradually add flour while stirring continuously to form a paste known as a roux. Cook for another 2 minutes.
Remove cloves, bay leaf, and onion from the milk using a slotted spoon and discard. Then gradually pour the milk into the roux while stirring continuously.
Continue to cook for 5 to 10 minutes or until you get the sauce of your desired thickness. Season to taste, stir, and remove from heat when the sauce is ready.