Put the chopped onions and butter into a pan and cook gently, partly covered, until the onion is very soft but not coloured. Scoop out the onions with a slotted spoon leaving behind as much butter as you can (put the onion in a sieve over a bowl to catch any more butter). Stir in the flour and cook for 2 minutes, then whisk in the infused milk, a little at a time, until all the milk is incorporated and you have a smooth sauce. Bring it to a simmer, stirring constantly until thickened, then take off the heat. Stir in 2/3 of the grated parmesan with the whipping cream and season with salt, pepper and the nutmeg. Finely chop the rest of the sage leaves and stir these in too, along with the softened chopped onion.