Add tomatoes, celery, carrots, onions, oregano, basil, bay leaf and chicken broth to a large slow cooker.
Cover and cook on LOW for 5-7 hours, until vegetables are soft. (If you don’t want a chunky soup, blend it until smooth. I love using my Immersion Hand Blender to do this!)
About 30 minutes before serving prepare a roux by melting butter over low heat and then adding flour. Stir constantly with a whisk for 5-7 minutes. Slowly stir in 1 cup hot soup. Add another 3 cups and stir until smooth.
Add all back into the slow cooker. Stir and add the Parmesan cheese, warmed milk, salt and pepper.
Cover and cook on LOW for another 30 minutes or so until ready to serve.