We did used to make life difficult for ourselves, didn't we? Our Domestic Science teacher taught us to make the roux, then add the milk or stock a little at a time, stirring vigorously and removing from the hob each time, and nowadays the results can easily be achieved by cooking it all at once, whether with balloon whisk, stick blender, or even a wooden spoon.
She also had us make a custard tart by baking the filling a little at a time, taking the pie out, pouring in a little more filling, baking that and then pouring in a little more etc etc. The results are perfectly OK if you dump the lot in at once and bake it all at once (on a low temperature, giving it plenty of time to set). Then you're not running back to the oven every ten minutes and can get on with something else in the meantime!