In a heavy-bottomed pan, heat up the olive oil on medium and then slowly cook the onions until caramelised and golden in colour. This may take about 20-25 minutes and will reduce the onion volume quite a lot.
Add the vegetable broth and warm through.
Scoop a few tablespoons of the broth out into a small bowl and then add the miso paste and stir through to a thick soft paste. Then add everything in the small bowl back into the onion broth.
In a small saucepan, make a roux by melting the butter and add the flour until it forms a soft dough in the pan - add the oat milk to create a thick soft paste and add this slowly to the onion pan.
Keep everything in the pan, until the gravy thickens slowly.
Taste the gravy and add some salt and pepper to finish. If you want the gravy richer, add a teaspoon of red miso at a time until desired depth of flavour.
If refrigerated and sealed, keep for up to 3 days so it can be made in advance.
Serve piping hot at the table.