Preheat the oven to 350°F.
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Drizzle olive oil into a large heavy-based pot over MEDIUM heat. Add the onion and garlic and sauté for 5 minutes. Add the shredded spinach and cook for another 5 minutes.
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Remove the onion and spinach and set them aside. In the same pot, melt the butter. Use a whisk to mix the flour into the melted butter to create a roux. Whisk continuously to remove all lumps. As you whisk, slowly pour in the cream and milk. Continue until the sauce starts to thicken, about 10 minutes.
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Take the pot off the heat and mix the cheddar into the sauce. It should thicken up nicely.
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