Why it happens
White sauce, or béchamel, is thickened with a roux of butter and plain flour. When the flour meets hot liquid, its starch swells and thickens the sauce, a process called gelatinisation. If the milk is added too quickly or not stirred in well, the outside of a clump of roux thickens first and seals dry flour inside, forming a lump. Lumps can also form if the roux is left unstirred or the sauce catches on the bottom of the pan.