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Step 1
In a fairly large saucepan, briefly heat the oil, then sift the flour into the saucepan, stirring gently with a whisk. Add the vegetable stock immediately, a little at a time, while continuing to mix, and cook the liquid over low heat until it thickens. (*) If you prefer, you can also use rice or soy milk instead of broth, but I guarantee that you will not be able to tell the difference between a béchamel sauce made with broth and one made with milk!
Step 2
When the béchamel is almost done, adjust to taste with the addition of salt, pepper, and nutmeg.
Step 3
If there are some small lumps, it's because you have not mixed your dairy-free béchamel sauce well! Process the béchamel sauce in a small food processor or in the blender until smooth and creamy.