Part of making a gorgeous tasting Béchamel sauce is infusing flavor into milk. This can be done by adding the milk and cream into a medium size heavy saucepan. Warming on medium low heat. Add shallot, bay leaves, parsley, and peppercorns. Be careful to keep a watchful eye and not scorch the milk. Strain the milk of infusion ingredients and discard, reserving the milk for the béchamel sauce.