Discard any oil in the pan, if there is any, and reduce the heat to medium. Add the shallot, thyme, salt, and pepper, and cook for 1 minute. When Ricco gave me this instruction, my first question was, “How can you cook shallots in a dry pan?”
His response was to keep stirring so the ingredients don’t burn and don’t leave the stove. In time with lots of practice, he reminded me, it becomes second nature. If you are concerned about burning the shallot, leave some residual oil from cooking the veal cutlets.
Add ¼ cup of Marsala wine and reduce to half. Next, add 1/4 cup of demi-glace, stir, and correct seasonings by tasting to see if it needs more salt or pepper. How will you know? This is something you learn by doing.