In a saucepan, combine red wine and shallots. Simmer over medium heat until the wine is reduced by three-quarters.
- Add beef broth and continue to simmer until the sauce is reduced by half.
- Strain the sauce to remove shallots and return to the pan.
- Whisk in bone marrow or butter, stirring until melted and incorporated.
- Season with salt, pepper, and a few fresh thyme leaves.
- Serve the sauce over steak, allowing its rich flavors to enhance the meat.