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Step 1
Heat the oil in a large saucepan over a medium-high heat. Add the shallots, garlic, rosemary, thyme, salt and peppercorns while stirring frequently. Cook for 5 minutes.
Step 2
Add the wine to the pan and then turn up the heat. Reduce the volume of liquid by two-thirds.
Step 3
In a separate saucepan on a medium heat, cook the bone marrow until the fat has melted. Lift out any remaining solids and chop them on a board until the pieces are no bigger than 5mm/¼in. Set these aside for later and add the beef stock to the liquid fat in the pan to warm through.
Step 4
Once the wine has reduced, pour the warm stock and bone marrow mixture into the wine pan and bring to a rolling boil. Keep the sauce at this temperature and continue to cook until the volume of the liquid has reduced by half and the sauce has thickened.
Step 5
Carefully strain the sauce through a sieve into a clean saucepan, discarding the cooked vegetables and herbs.
Step 6
The finished sauce should coat the back of a spoon, so if it hasn’t reached the right consistency just keep reducing the sauce in the pan before adding the chopped bone marrow and serving.