Meanwhile, heat 1 tablespoon oil in a large saucepan over medium heat. Add onion and cook, stirring frequently, until very soft and golden brown, 5 to 8 minutes. Add flour, salt and pepper; cook, stirring, for 1 minute more. Add milk and continue to stir, scraping up any browned bits. Cook, stirring, until the sauce bubbles and thickens enough to coat the back of a spoon, about 4 minutes. Remove from the heat.