Cream Sauce (Sauce Béchamel)

Heat milk and cream in a small saucepan but do not boil. In another saucepan, melt the butter. As soon as it is melted, remove the pan from the fire to keep the roux from browning. Stir in the flour. Blend well. Slowly add hot milk and cream. Stir well. Add onion and bay leaf. Return to a slow flame. Simmer, don't boil, or sauce may burn. Cook for 20 minutes, stirring frequently. Add sherry, salt and pepper. Strain.