Stud the onion with the cloves and place it in a saucepan with the bay leaf, parsley and milk. Cover and bring slowly to the boil to allow the milk to better absorb the flavours. Remove the pan from the heat and leave to infuse for 30 minutes.
Strain into a clean pan, discarding the onion and herbs. Stir in the breadcrumbs and butter and cook over a very low heat, stirring occasionally, for 15 minutes. Stir in the cream and add nutmeg and salt and pepper to taste. Garnish with a bay leaf and 2 or 3 cloves, if liked, and a final grating of nutmeg.