In saucepan, heat milk, onion, bay and cloves on low to almost boil. Remove from heat and set aside for 5 minutes. Remove onion, bay and cloves with a slotted spoon.
In large saucepan, melt butter then stir in flour. Add the milk while stirring constantly. Bring to a boil then simmer to thicken. Add cheese and mustard then remove from heat.
Remove crayfish from shells and place shells on a baking tray. Cut the meat into chunks then add to the sauce. Spoon back into the shells, sprinkle with breadcrumbs and grill for 5 minutes. Serve with lemon.