Place the bread in a food processor or mini chopper and blitz until it turns into breadcrumbs. If you haven't got a food processor or mini chopper then you can also use a coarse grater to make the breadcrumbs.
Place the milk, onion, garlic, bay leaf, cloves, peppercorns and nutmeg in a medium saucepan.
Place over a medium heat, just bring to the boil, then lower the heat and gently simmer for 10 minutes.
Remove from the heat and strain the mixture through a sieve into a bowl. Discard the onions, garlic, bay leaf, cloves and peppercorns.
Return the infused milk to the saucepan and stir in the breadcrumbs until smooth.
Place over a low heat and simmer for 2 - 3 minutes, stirring, until thickened.
Remove from the heat and stir in the mascarpone until completely blended.
Season to taste with salt and pepper, then place in a serving bowl.
Sprinkle with a little ground nutmeg and serve.