Heat a dutch oven or skillet on medium heat.

Add the butter and melt.

Once the butter is melted, add the flour. Stir until the flour has fully absorbed the butter.

Begin by adding a 1/2 cup or so of the coconut milk (make sure it is warm, at least room temperature)

Cook until the flour butter mixture fully absorbs the coconut milk.

Repeat again with another 1/2 cup of coconut milk.

When it is fully absorbed, add 1/4 cup or so of the chicken stock and continue the process of stirring until the liquid is fully absorbed.

Continue this process until all the liquid has been absorbed.

If you want a thicker roux, keep the heat going and the mixture will thicken.

The test to know it is done is to take a wooden spoon and the cream mixture should stick to the spoon. If it runs off, keep cooking the mixture. If it is too thick, you can add a little more stock.

Play with this to get comfortable with the result.

Now you are ready to make your sauce from this base.