Place the marrow bones in a bowl filled with ice water and refrigerate for 20 minutes.
Using your thumb, push the marrow out of the bones. If it won't budge, immerse the bones in warm water for about 30 seconds and try again.
Cut the marrow into 1/2-inch disks, cover with fresh ice water, and refrigerate for 2 - 6 hours.
In a medium saucepan over low heat, melt the butter.
Add the shallots and cook until translucent, about 4 -5 minutes.
Add the wine, thyme, and bay leaf, and raise the heat to medium. Let simmer until reduced by about half, approx. 12 minutes.
Remove and discard the herbs and then strain the sauce.
Return to the pan and stir in the demi-glace and 1/4 teaspoon each of salt and pepper and cook for about 3 - 4 minutes,
Add the beef stock one tablespoon at a time until the consistency is slightly syrupy.
Turn off the heat, cover, and let stand.