Place the haddock, milk and bay leaves in a saucepan. Bring to almost boiling then reduce the heat and cover and simmer for 10 minutes. Strain off the milk and reserve it, then flake the fish.
Melt the butter in a pan and blend in the flour to make a smooth paste. Gradually add the reserved milk and bring to the boil, stirring until thickened. Remove from the heat and stir in the lemon juice then fold in the flaked fish. Whisk the cream until it is thick and fold it into the mixture, then season with salt and freshly ground pepper to taste.
Transfer to four ramekin dishes and chill until required.