For the homemade Béchamel Sauce:
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melt the butter in a medium sauce pan at low heat
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add the flour and quickly whisk in order to create a thick cream
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slowly add the milk (not cold! at room temperature) and whisk in order to avoid grains
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keep whisking for 6/8 minutes up until the flour will react with the heated milk and the sauce will start thickening. For the lasagna you do not want a thick Béchamel sauce, but a liquid one. It should have the same consistency of heavy cream.
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Turn the heat off. Add a pinch of salt and the nutmeg. Stir and set it apart