For the filling, heat the cooking oil in a frying pan. Add the red onions, fry until the onion is golden-brown. Add the spinach and chilli, and season with salt. Cook the mixture over slow heat, stirring regularly, until the spinach has wilted. Take off the heat and add cheese, to taste.
Add a tablespoon of the filling to the middle of the fill pastry and fold into a triangle. Repeat to use up all pastry and filling.
Half-fill a deep, heavy-based pan with vegetable oil and heat until a breadcrumb dropped in sizzles and turns golden-brown in 30 seconds. Fry the samosas in small batches for 4-5 minutes, or until golden-brown and crisp. Remove from the oil with a slotted spoon and drain on kitchen paper.
To make the béchamel sauce, place the milk in a small saucepan and add the bay leaf and pepper. Then place it over a low heat and let it come very slowly up to simmering point, which will take approximately 5 minutes. Then remove the saucepan from the heat and strain the milk into a jug, discarding the flavourings
Using the same washed pan and place it over a gentle heat. Begin by melting the butter gently - As soon as the butter melts, add the flour and, over a medium heat and using a wooden spoon, stir quite vigorously to make a smooth, glossy paste. Now begin adding the infused milk a little at a time and stir again vigorously. Then, when this milk is incorporated, add the next amount and continue incorporating each bit of liquid before you add the next. When about half the milk is in, switch to a balloon whisk and start adding large amounts of milk, but always whisking briskly at the lowest setting. Taste and season with salt and freshly milled black pepper.