The whole purpose of making a roux is to avoid creating dumplings when making a white sauce or any other combination of flour and a liquid. Once the roux (a mixture of more or less equal parts of flour and butter) has been well mixed and cooked gently for a couple of minutes, add the liquid in small increments and mix it in well before adding more.

Pouring it in all at once seems to create lumps. Often with enough beating, you can mix them in and get a smooth sauce, but it’s more work. It also helps if the liquid you’re adding is hot.