Set the cauliflower florets in a steamer basket, then place this in a large saucepan with about 2-inches (5cm) water in the bottom. Bring the water to a boil over medium-high heat. Cover and steam the cauliflower until it is tender through, which will take 8 to 10 minutes. Remove the pan from the heat; keep the cauliflower warm.
Pour the milk into a medium-size saucepan. Add the bay leaf and set the pan over medium heat. Scald the milk, remove it from the heat and keep it warm.
Melt the butter in another medium-size saucepan over medium heat until completely melted. Whisk in the flour and let the mixture foam and cook, whisking occasionally, for at least 2 minutes. Whisk in the hot milk with the bay leaf and cook, whisking regularly, until the sauce thickens, about 5 minutes. If the sauce isn’t thickening, increase the heat slightly, and whisk occasionally.
Stir in the cheese, continuing to stir until it melts. Season l to taste , and remove from the heat. The sauce is ready to use immediately.