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Yield: 2-⅓ cups
Melt 4 tablespoons unsalted butter in a medium saucepan or high-sided skillet over medium heat.
Add scant ½ cup all-purpose flour, and immediately whisk to incorporate. Cook, whisking constantly, until the mixture resembles loose scrambled eggs or wet sand, and no longer has the aroma of raw flour, 3 to 4 minutes (do not let brown).
Add 2 ½ cups cold whole milk all at once. Whisk to combine and remove any lumps. Bring to a simmer and cook, whisking constantly, until the mixture is thickened enough to coat the back of a spoon, about 5 minutes.
Remove the saucepan from the heat. Stir in ½ teaspoon kosher salt, ⅛ teaspoon black pepper, and ⅛ teaspoon ground nutmeg if using.