In a fairly large saucepan, briefly heat the oil, then sift the flour into the saucepan, stirring gently with a whisk. Add the vegetable stock immediately, a little at a time, while continuing to mix, and cook the liquid over low heat until it thickens. (*) If you prefer, you can also use rice or soy milk instead of broth, but I guarantee that you will not be able to tell the difference between a béchamel sauce made with broth and one made with milk!

When the béchamel is almost done, adjust to taste with the addition of salt, pepper, and nutmeg.

If there are some small lumps, it's because you have not mixed your dairy-free béchamel sauce well! Process the béchamel sauce in a small food processor or in the blender until smooth and creamy.