Peel and halve the onion, if using cloves stick a clove in each half of the onion.
Put the onion halves into a small pan with the milk, bay leaf & peppercorns.
Bring slowly to the boil, then remove from the heat and set aside for 1 hour for the flavours to infuse.
Meanwhile, cut the bread into small cubes.
Strain the milk through a sieve and return the milk back into the pan (reserve the onion and discard the rest). Warm the milk over a low heat and add the bread. Continuously stir until the sauce thickens and the bread starts to dissolve, about 2 minutes. Season with salt, pepper and nutmeg.
At this point, you can put it in the fridge or freeze it, having added the onion back in for more flavour.
Before serving, heat the sauce in a pan with the butter and double cream, stirring well over a low heat until warmed through (make sure it doesn’t catch on the bottom). Remove the onion before serving.
