Use the cloves to attach the bay leaves to the cut-side of the onion halves.
Combine the milk with onion, bay leaf, and cloves in a small saucepan.
Simmer on LOW for 15 minutes, uncovered.
Discard the onion, bay leaf, and cloves.
Meanwhile, in a saucepan, over medium heat, melt the butter.
Stir in the flour to create a roux. Cook, stirring often until flour is fully incorporated into the butter. Cook for a couple of minutes.
Slowly whisk in the warm milk and bring the sauce slowly to a simmer, whisking constantly. Add ground nutmeg if desired.
Keep over low heat, stirring constantly, for about 3 to 5 minutes, until just thickened.
Add the cheeses and stir just until melted. Add salt and pepper and stir to combine. Serve at once. If serving a little later, add a few more splashes of cream and reheat over low heat, stirring often, until you reach the desired consistency.