Heat the oil in 1 litre saucepan and add the besan, stirring like crazy. A fork is a good thing to use for this. The mixture should very quickly come together to form a granular mess.
VERY SLOWLY add the milk, stirring and stirring the whole time. Just drizzle in a bit and stir, stir some more, then drizzle in a bit more and keep stirring. The idea is to never have too much free liquid at a time. Use a fork to stir it until the mixture thins out enough to look like white sauce and then you can use a small whisk.
Keep the sauce at a simmer, and keep adding the milk and stirring, now with the whisk. DO NOT LET THE SAUCE BOIL.
Stop when you have the volume and consistency you want. It is technically 'ready' when you can dip a wooden spoon in and it doesn't just drip off straight away.