Stud the onion halves with the cloves. Place the studded onions and bay leaf in the milk and bring to a simmer. Remove the pan from the heat, cover with a lid and leave to infuse for 1 hour.
When ready to serve, remove the onions and bay leaf. Stir in the breadcrumbs and warm over a low heat for 5-10 minutes until the crumbs are swollen and the sauce thickens.