Crab Imperial with Red Pepper

Name: Crab Imperial with Red Pepper
Ingredients: 1 stick unsalted butter; 2 tbsp. all-purpose flour; 1½ c. milk; salt; Freshly ground pepper; 1 tbsp. extra-virgin olive oil; 1 small onion; ½ red bell pepper; 2 large egg yolks; 2 tbsp. fresh lemon juice; Finely grated zest of 1 lemon; Hot sauce; 1 lb. lump crabmeat; Toasted baguette slices