Make a roux by melting the butter in a saucepan over medium heat. Whisk in the flour to form a paste with a wet-sand consistency. Add the milk while whisking continuously, making sure to work out any lumps. Add the onion, clove, and bay leaf, and reduce to a low simmer, stirring often, for 10 to 15 minutes, until the sauce is smooth and the flour is cooked out.
Remove the saucepan from heat and discard the clove and bay leaf. Whisk in the cheese and season with salt if necessary. Grate some nutmeg over the sauce and stir in. Cut the cauliflower into 1" florets and place in a bowl. Grate the Brussels sprouts with a box grater or finely slice with a knife and add to the cauliflower. Mix to combine, and season with salt.
Add the cauliflower mixture to a baking dish and pour the cheese sauce over the mixture. Top with breadcrumbs and place in a 375ºF oven for 10 to 15 minutes, or until the sauce starts to bubble and the top begins to brown. Remove from the oven and let cool several minutes before serving.