Trim the spinach, stripping out the coarse central stalks and wash. Cook, covered, in a large pan with no added water. When the leaves are wilted and cooked through, squeeze them to extract as much water as possible, then chop roughly.
Put the onion and bay leaves in a pan with the milk. Bring almost to boiling point, remove from the heat then leave to infuse for 10 minutes. Strain into a jug, discard the onion and bay leaves.
Melt the butter in the same pan and stir in the flour to get a loose roux. Cook this gently for a couple of minutes, then add half the warm, seasoned milk and stir in. When the sauce is thick and smooth, stir in the rest of the milk. Bring to the boil and simmer gently for a minute. Season well with salt, pepper and a few grinds of nutmeg.
Next, stir in the chopped spinach. Heat through until thoroughly hot, but don’t let it bubble for more than a minute. Taste and adjust the seasoning with salt, pepper and a touch more nutmeg if you like.