In a skillet - Saute' Onion until tender in the olive oil - about 10 minutes on low heat
In a small bowl, mix the butter and milk
Add salt, and pepper, mix in
Add it to the skillet, turn the heat up to medium and get the mixture to a slow boil
Reduce heat, and simmer for about 10 minutes
Add heavy cream and cook for an additional 1 minute or until the sauce is creamy
