Heat the butter in a large saucepan, then add the flour. Mix well and cook gently for 2-3 minutes.
Pour in the milk a little at a time, mixing thoroughly to get rid of any lumps. Continue until all the milk has been added.
Cook the sauce gently for a further 4-5 minutes until thick and glossy. Season well with salt and pepper, tasting to adjust if necessary.
Add the double cream and grate in a little nutmeg, stir and serve.
