Preheat the oven to 180C/160C Fan/Gas 4. Heat 4 tablespoons of oil in a frying pan, add the shallots and fry until golden. Transfer to a roasting tray and roast for 15-20 minutes.
Add the bone marrow to the roasting tray and return to the oven for 6 minutes, or until the marrow is just cooked, loose but not completely melted. Leave to rest in a warm place.
Heat the remaining oil in the frying pan. Add the steaks and cook each side for 2-3 minutes, depending on the thickness of the steak and how you like it cooked. Leave to rest.
For the bordelaise sauce, melt the butter in a saucepan over a medium heat. Add the shallot and cook for 2-3 minutes. Add the thyme, bay leaf and peppercorns and cook for 3 minutes.
Add the wine and cook until the volume of liquid has reduced by half. Pour in the stock and reduce by half again. Season with a little sugar, to taste. Add the bone marrow from one of the roasted pieces, whisk and set aside. Keep warm.
For the saute sprouts, heat a sauté pan. Add the sprouts and cook for 1-2 minutes. Add the chestnuts and parsley and cook for a further 2 minutes.
Serve the steak with the roasted shallots and bone marrow and the sprouts, with the sauce poured over.