Melt the butter in a saucepan over medium high heat and sauté the shallots for approximately 2 minutes or until transparent.
Add the wine, thyme, salt, pepper and reduce for approximately 2-3 minutes or until almost no liquid remains.
Add the demi-glace, stir and simmer for approximately 5 minutes until the sauce begins to thicken. The sauce should be able to coat a spoon.
In a separate pan, simmer diced bone marrow in water for 3-4 minutes. Drain the water and whisk the diced marrow into the sauce and simmer for approximately 2 minutes.
Notes
*If bone marrow is not available, you can substitute butter instead. Simply whisk in a few tablespoons into the sauce and serve.