Put the milk with the bay leaf, onion, and pinch of paprika in a saucepan and bring just to the boil. Turn off the heat, cover, and set aside to infuse 10 minutes. Remove the bay leaf.
Heat the oven to 400 degrees F. Butter 8 (1/2-cup/125 ml) ramekins or 1 (4-cup/1 liter) souffle dish, and dust with the grated Parmesan cheese.
In a clean saucepan, melt the butter. Whisk in the flour and cook 1 minute. Gradually whisk over the milk, and cook, stirring, until thick, about 5 minutes. Remove from the heat and beat in the yolks. Stir through the cheese and herbs. Season well with salt and pepper.
Beat the whites to stiff peaks with a pinch of salt. Stir a spoonful into the yolk mixture, then pour the yolk mixture onto the remaining whites and gently fold together. Pour into the souffle dish and bake until risen and set, but still slightly creamy in the center, about 30 minutes, depending on the size of the souffle dishes. Serve immediately before it slumps.