white sauce / bechamel - without lumps
In my experience, you want to add as little milk as possible at first, whisking well, then very gradually add more milk as you whisk vigorously the entire time.  From your second line, I think you've got the "small amount" part covered.  If you're not already doing this, whisk as you pour - once you start adding milk, I recommend to not stop whisking until the milk is incorporated.

I was also told that you should use warm/hot milk (I give it a quick hit with the microwave) instead of cold.  That might be the difference that's causing yours to lump if you're already whisking very well.  I don't always heat my milk and still get a good consistency, but I also whisk like a madman.  I would recommend trying to the milk and see it if helps.