Pour the milk into a saucepan, add the onion, bay, parsley, celery and peppercorns. Heat until almost boiling, turn off and cover so everything can infuse.
To make the sauce, melt the butter in a clean pan, stir in the flour and cook for a minute, stirring with a spoon or spatula.
Remove from the heat and gradually pour in the flavoured milk, whisking as you go. Once all the milk has been added, place back on the heat and continue stirring until thickened.
Season to taste with sea salt and pepper.
Use immediately or cover directly with non-PVC clingfilm, or seal the sauce using a knob of butter, this will prevent a skin forming.