Step 1

Melt 4 tablespoons unsalted butter in a medium saucepan or high-sided skillet over medium heat.

Step 2

Add scant 1/2 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).

Step 3

Add 2 1/2 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.

Step 4

Remove the saucepan from the heat. Stir in 1/2 teaspoon kosher salt, 1/8 teaspoon black pepper, and 1/8 teaspoon ground nutmeg if using.