Flour is the best way to thicken the gravy - but you don't want to add flour after you've added the milk. The flour will gum up and be gloppy. If you feel like you need to thicken your gravy more you can either continue to cook it down which will thicken the gravy. You could also mix a Tsp of flour in 1/4 cup hot water and whisk - then add that to the gravy - but I would only use this as a last resort - as you'll likely need to add milk to balance it out.