Place the butter in a saucepan over medium heat.
Melt it slowly, ensuring it doesn't brown or burn.
Once the butter is melted, add the flour.
Stir continuously until the mixture forms a smooth, dough-like paste.
Add a pinch of grated nutmeg and some white pepper to the roux.
Mix well to incorporate the flavors.
Gradually pour in the cold milk while stirring constantly.
Adding the milk slowly while the mixture is cold helps prevent lumps and ensures a creamy texture.
If the sauce has any remaining lumps, use a hand blender to pulse the mixture until it is perfectly smooth and creamy.
Add salt to taste and stir it into the sauce.
Continue to stir the sauce over medium heat.
Once it begins to bubble (simmer), it will thicken significantly.
Keep stirring until you reach your desired consistency.
Ensure the sauce doesn't stick to the bottom of the pan.
Remove from heat and serve or use in your favorite dish (like lasagna or moussaka).