In a small saucepan heat the milk (with the bay leaf, if used) to just below a simmer.
Melt the butter over a low heat in a heavy saucepan. When it bubbles (do not let it brown) add the flour and cook for a few minutes without allowing it to discolour. This helps to get rid of the floury taste. Remove from the heat and whisk in the milk gradually. Return to the heat and stir until thick