In a medium saucepan, cook onion in butter or margarine until onion is tender, but not brown. Add flour and stir until smooth. Stir in the salt, black pepper, cloves, nutmeg, and bay leaf. Add the milk all at once. Cook and stir until thickened and bubbly. Stir in the Gruyere and Parmesan cheeses. Heat and stir until cheeses melt. Remove and discard the bay leaf.