For the Bolognese: Preheat oven to 300°F. In a large pot, cook the short ribs over high heat to get nice browning. Make sure to cook them in small batches so the meat browns and does not steam. Remove the browned ribs to a plate and reserve. In the fat rendered from the short ribs, sauté the onions until translucent; add garlic and cook for another 2 minutes. Add rosemary, sage, and bay leaves. Cook for 1 minute. Add the tomato paste and cook for 4 minutes. Add red wine and reduce by 3/4. Return short ribs to the pot with any reserved juices. Cover with aluminum foil and bake for 2 hours. Remove from oven and let cool to room temperature.
For the Béchamel: In a pot, bring the whole milk, grated nutmeg and bay leaf slowly to a simmer. In another pot big enough to fit the milk mixture into, melt the butter over medium heat. Once melted, add the flour and stir to create a roux. While whisking, slowly add the milk to the butter-flour mixture. Add the Montasio cheese and continue to slowly whisk the béchamel until it is thick. Once thick, continue to cook over a low flame for 10 minutes. Turn off heat and cool to room temperature.