Heat milk and cream in a small saucepan over moderate heat, stirring, until warm. Meanwhile, cook onion in butter in a 3-quart heavy saucepan over moderately low heat, stirring occasionally, until softened, about 4 minutes. Whisk in flour and cook roux, whisking, 3 minutes. Add warm milk mixture in a fast stream, whisking constantly to prevent lumps, and simmer, whisking, until thickened, 3 to 4 minutes. Stir in nutmeg, spinach, and salt and pepper to taste and cook, stirring, until heated through.