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Step 1
In a medium saucepan add the wine, thyme, bay leaf and shallots. Heat to boiling and reduce to simmer. Cook until the wine has reduced to about 1/3 cup.
Step 2
While the wine simmers, use the end of a small spoon to push the marrow out of the bones and transfer to a small saucepan. Add the beef broth to the marrow and bring to a simmer. Cover the pan tightly with a lid and turn off the heat. Poach the marrow in the liquid until it becomes gray - just a few minutes. Use a slotted spoon to remove the marrow and transfer to a cutting board. Mince the marrow and set aside.
Step 3
When the wine has reduced, add the demi-glace and a grind of fresh pepper. Simmer on a medium low heat for 10-15 minutes.
Step 4
Strain the sauce through a fine mesh strainer set over a small bowl or glass measuring cup. Stir in the diced bone marrow. Serve with steaks or roasts.