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1
Heat the milk in a separate saucepan with the bay leaf, if using, until hot but not boiling. Remove the bay leaf and keep the milk warm. The milk is ready when wisps of steam rise from the surface but no bubbles break.
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2
Melt the butter in a heavy saucepan over a gentle heat. Add the flour all at once and stir constantly with a wooden spoon for 1–2 minutes. The roux must not colour: it is ready when it smells faintly biscuity and the mass pulls cleanly from the sides of the pan, but remains pale ivory throughout.
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3
This is where the dish lives or dies. Remove the pan briefly from the heat and pour in the first third of the hot milk. Whisk vigorously until the liquid is fully absorbed and the paste is smooth. Return to a low heat, add the second third, and whisk again until smooth. Add the remaining milk and whisk until the sauce is homogeneous and lump-free. The moment the sauce flows from the whisk in a single unbroken sheet, it is ready for the next stage.
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4
Cook the sauce gently, stirring frequently, for at least 5 minutes after it has thickened. The sauce is done when it coats the back of a spoon and a finger drawn across the spoon leaves a clean, stable line — and when no raw flour taste lingers on the tongue.
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5
Remove from the heat. Season with salt, white pepper, and a grating of nutmeg. Stir to combine. For lasagne, the finished sauce should be slightly thinner than seems correct — pourable rather than stiff — as it will thicken further during baking. If lumps have formed at any stage, pass the sauce immediately through a fine sieve.