A heady-tasting brown sauce, this is a good complement to strong-flavored meats, such as beef or pork, as well as roast turkey or chicken.
Preheat oven to 450 degrees F.
Peel shallots and remove the ends. Place them in a glass dish and add oil, turning them until they are all lightly coated. Cover the dish tightly with foil and place in the oven. Roast, turning them occasionally so that they don't burn, until shallots are dark, soft and caramelized, about 30 minutes.
Bring broth to a rolling boil, then place it in blender or food processor. Add shallots and puree until thick and smooth. Season with salt (if desired) and freshly ground pepper.