Pour the milk into a saucepan. Add the onion, bay leaf, peppercorns and mace. Bring to scalding point, remove from heat, voer and infuse for 10-30 minutes. Strain. To make the roux, melt the butter in a saucepan. Stir in the flour and cook, stirring for 2 minutes. Remove from the heat and gradually pour on the warm milk, whisking constantly. Season lightly with salt, pepper and nutmeg. Return to the heat and bring to the boil, whisking constantly until the sauce thickens and is smooth. Simmer for 2-3 minutes.