For vegan bechamel, to medium saucepan on low to medium heat, add oat milk, cinnamon, bay leaf, and yellow onion. Once steam starts to rise from milk, turn off heat, cover with lid, and let sit for 10 minutes. Discard cinnamon stick, bay leaf, and onion and whisk in nutritional yeast, sea salt, white pepper, and nutmeg. Let cool to room temperature before finishing. While bechamel cools, make lentil Bolognese sauce.