Peel the onion and stud the cloves into the onion.
Pour the milk into a pan and add the onion and bay leaves and gently bring to the boil.
When the milk has come to the boil remove the studded onion and bay leaves.
Sprinkle in the breadcrumbs and season with salt and pepper, allow to cook on a very gentle heat for 8-10 minutes.
At this stage, stir in the nutmeg, butter and cream which will flavour and enrich the sauce even further. Allow to cook for another 5-10 minutes and then transfer to a sauceboat to serve.