SWEAT the shallots in oil in a saucepan then add red wine, 2 sprigs of thyme and bay leaf into the pan and set over medium heat. Bring to a boil then reduce to a simmer. Reduce by half.
ADD the veau to the pan and bring the mixture to a boil again. Skim away any impurities.
REMOVE marrow from bone and cut into a small dice.
WHISK in the bone marrow, butter and remaining herbs and reduce until it coats the back of a spoon. Salt and pepper to taste.
STRAIN and serve immediately.