Place the onion, cloves, bay leaf and soy milk in a medium saucepan and place over medium/low heat. Once steam starts to rise from the soy milk (but before it starts to boil) turn off the heat, cover with a lid and leave to infuse for a minimum of 10 minutes. Once infused, remove the onion, cloves and bay leaf from the soy milk and discard.

To make the roux, place a separate medium saucepan over medium/low heat and add the vegan butter. Once melted, add the plain white flour and whisk until a paste forms. Keep whisking for a further minute.

Little by little, add the infused soy milk to the roux, whisking constantly until all the soy milk is added. Keep whisking until you have a smooth sauce. Continue to cook for 5-10 minutes or until the sauce has thickened.

Finally whisk in the nutmeg and season with salt and pepper to taste.