Makes about 2 cups
Melt butter in a 1-quart saucepan set over medium heat. Add flour to pan and stir to incorporate and form a roux. Continue to stir until roux becomes dark brown, 6 to 8 minutes. Add shallots, garlic, and thyme and continue to cook, stirring often, until shallots and garlic are fragrant, about 1 minute. Pour Worcestershire sauce into pan and cook until nearly evaporated, about 1 minute. Add beef broth, season with salt and pepper, bring to a boil, reduce to a simmer, and continue to cook until sauce has reduced and no floury taste remains, about 20 minutes. Remove from heat. Serve immediately or set aside and reheat when ready to use.