Melt the butter over low heat. Stir in the flour until smooth. Cook for a few minutes, then add the milk and stir until thickened. Insert the cloves into the onion. Add the onion and bay leaf and simmer for 15 minutes. Strain and set aside.
Preheat the oven to 400 degrees.
Bring a pot of salted water to a gentle boil over medium-high heat. Peel the Spanish onions, cutting off only the minimum amount at the root and stem ends. Cook them until barely done, about 30 minutes. Do not overcook or the onions will fall apart while handling.
Drain the onions and cut them in half crosswise. Carefully remove the center rings to make a hole in the center of each onion half. Bring another pot of water to boil. Peel the tiny white onions and boil until tender, about 10 minutes.
Drain and place into a saucepan together with the béchamel sauce and bring to a light simmer over low heat.
Melt the butter over high heat in a skillet, and add the breadcrumbs, herbs, salt, and pepper. Toss briefly until golden. Arrange the onion halves in a flameproof casserole. Fill the centers with tiny onions and then with sauce. Sprinkle breadcrumbs and Parmesan over the onions and bake for 10 minutes or until golden brown.