Once the fish and sauce above are left to cool, Add the milk, onion, bay leaves and grated nutmeg in a saucepan, and bring up to a light boil. Melt the butter in a sauce pan and stir in the flour. Cook for a few minutes over a medium heat, continually stirring to make a paste, (roux). Remove the bay and onion from the milk, then add the roux, whisking constantly. Cook until it thickens, adjust the seasoning to taste and remove from the heat.