Grandma's Best Cinnamon Rolls

In a medium sauce pan melt the butter over moderate heat. Add the shallot and saute, stirring, for 3 minutes. Lower the heat, add the flour, and cook stirring, 3 minutes more or until the roux is golden and bubbling. Pour in the milk and bring it to a simmer, stirring constantly, for 5 minutes or until thickened and smooth. Add the salt, pepper and nutmeg. The recipe makes a scant 2 cup, but easily doubles if you need more. *We substitute unsalted butter (or Weight Watchers low-fat substitute) for Grandma's butter, and use skim milk or 2% lowfat instead of the whole milk she used, with no trouble at all.