Step 1

Prepare the saffron and make a roux. Put the warm water in a small bowl and crumble the saffron into it. Set aside to infuse. Meanwhile, melt the butter on medium heat. Add the onions and salt, and saute until translucent. Add the garlic and continue cooking until just fragrant, 20 to 30 seconds. Whisking constantly, add the flour to make a roux. Cook over medium heat until you can see the garlic bits in the roux getting toasty and the whole thing developing a golden hue, about 3 minutes.

Step 2

Finish the sauce. When your roux is lightly golden, add the milk in a thin stream, whisking constantly. Next, add the white wine and the saffron-infused water. Keep whisking; the sauce will thicken and smooth. Once it does, remove it from the heat and stir in the cream. Taste and adjust salt if necessary, and whisk in chili powder (optional). If the texture is too rich, stir in a bit more milk, a little at a time.