Melt butter in a medium saucepan over low heat. Add onion, garlic, thyme, bay leaf, cloves, fennel pollen, and chile flakes and cook over medium heat, covered, until onions are translucent but not browned, about 8 minutes. Add wine and cook, uncovered, 4 minutes. Stir in cream and milk and bring just to a boil, then remove from heat. Cover and let steep 1 hour.
Make bacon roux: Heat bacon fat in a medium (not nonstick) frying pan over medium heat. Gradually whisk in flour and whisk until smooth. Cook, whisking, about 1 minute to remove raw flour taste (roux will bubble and thicken). Remove from heat.
Strain cream mixture into another medium saucepan. Whisk in 1/3 cup roux, the sour cream, nutmeg, parmesan, salt, and pepper to taste. Reheat over low heat until thickened, 5 to 7 minutes (if it breaks, whisk in 1 to 2 tbsp. water). Strain if needed.