Take the water/almond milk and bay leaf in a saucepan and slowly bring to a boil. Remove from heat.
In a separate saucepan, sprinkle in the flour and cook over low heat for 1 – 2 minutes, stirring with a wooden spoon. Do not allow the mixture (roux) to brown. Remove the pan from the heat.
Remove the bay leaf from the water/almond milk and discard. Gradually blend the water/almond milk into the roux, stirring after each addition to prevent lumps forming.
Bring to a boil slowly and continue to cook, stirring continuously, until the sauce thickens.
Simmer very gently for a further 2 – 3 minutes. Add the nutmeg with seasoning, according to your own taste before serving.