Preheat the oven to 200°C/400°F/gas 6.
Cook the macaroni in boiling salted water for 10 minutes, and drain. Toss in a little oil to prevent the pasta from sticking together.
Put the smoked haddock in a saucepan and add the onion, bay leaf, milk and a good twist of black pepper. Put over a medium heat, bring to a simmer and cook for 10 minutes. Remove from the heat, lift the haddock out of the milk, and break into chunky flakes, retaining the milk.
In a separate large pan, melt the butter. When it’s bubbling, stir in the flour. Stir for about 30 seconds, then pour in the oniony milk from cooking the smoked haddock. Using a balloon whisk, mix together until it comes to the boil and you have a loose sauce consistency. Stir in half of the cheese, and stir well until it’s melted.
Remove the pan from the heat and stir in the macaroni, mustard and chives. Fold through the smoked haddock and transfer to a large ovenproof dish. Scatter over the remaining cheese and bake in the oven for 20–25 minutes, until golden and bubbling.